What exactly is the problem? This is the process:
1) Capture a URL per image
2) Display that URL for each image
NGG Custom fields allows you to create an extra input to capture the URL per image. Can you get that working?
Then you output that URL in the displaying of the image. Is this the problem?
Have a look at this old thread. The info is a little dated, but should be more than enough to figure it out: http://wordpress.org/support/topic/plugin-nextgen-gallery-is-it-possible-to-specify-url-links-in-thumbnails?replies=45