The help description for application URI that you can set in application details (while editing app) says
"The Application URI is a unique OpenSocial required namespace/identifier that your application uses to identify itself to MySpace. The domain should be one that you own or control (such as that of your company or blog). An example of an application URI might be: http://<yourdomain.com>/myspace_apps/<appname>."
Hence, if you set your app uri to your domain, then, the request will first hit your domain where you can do the logging or tracking kind of stuff and then redirect the request to your application profile on MySpace.com.
The above description is purely my guess. I have'nt tried it yet. I am about to do it. If you experiment this, please publish your findings here. It will be helpful to many of us.