Well, I found out why. Their web-page has some JavaScript code at the start which tests to see which page was your last page. So, it goes there if it wasn't the previous page. Here's the code

<script language="JavaScript">

if (top==self)

       self.location.href= 'http://www.topicrecords.co.uk/acatalog/index2.html'

</script>

I don't know if there is a way to avoid doing this script. You can try turning off the JavaScript. See if that solves the problem.