Ok, there are many different ways to create a contact form; they can be made with PHP, CGI, Pearl, ASP, ASP.NET, and other languages, but no matter which one you choose, they all boil down to the same concept; you create a Form, that passes the form fields (whatever the user types into the blank lines) to some code (that's where the PHP, CGI, etc. comes in) and the code then handles the emailing of the info to wherever you want it. The final redirect can be chosen in the code.

Since I don't want to make any assumptions on what is already installed on your host, the easiest way is the oldest way. Most hosts have no problem handling CGI/Perl scripts, so here is a free script, very easy to configure and install, and it has an option in it's configuration (use notepad to open the configuration file, which is the script itself) to enter a page you want the user sent off to once the email has been sent to you. Clicky

There's a readme file that describes exactly how to set it all up, and the options available, as well as showing them on the webpage in that link itself. You'll see an option to redirect:

"Description: If you wish to redirect the user to a different URL, rather than having them see the default response to the fill-out form, you can use this hidden variable to send them to a pre-made HTML page."

There, you can enter your default URL if you want, but it's usually better to give them some sort fo feedback letting them know it was sent succcessfully. You can create your own page to show them saying "Your message has been successfully sent", or however you want to handle it.