$_SERVER['HTTP_REFERER'] tells you where you came from, not the page you're loading. If you want to show www.mysite.com, you're probably looking for $_SERVER['HTTP_HOST'].
If you want the full URL used to access the page, you're probably after $_SERVER['HTTP_HOST'].$_SERVER['REQUEST_URI'].
To make it easier to understand, these would be the variable values^ if you clicked a link from http://www.mysite.com/index.php to http://www.mysite.com/anotherpage.php:
$_SERVER['HTTP_REFERER'] = "http://www.mysite.com/index.php"
$_SERVER['HTTP_HOST'] = "www.mysite.com"
$_SERVER['REQUEST_URI'] = "/anotherpage.php"
$_SERVER['HTTP_HOST'].$_SERVER['REQUEST_URI'] = "www.mysite.com/anotherpage.php"
Hope this helps, the full documentation on PHP $_SERVER reserved variables may help you more.
^ Not all browsers set the HTTP_REFERER variable. It is optional in the RFC and as such you shouldn't rely on it being there to do any functionality.
