How to set up a 301 redirect from a page in wp?

[j0s3]

Hi all,

I have a number of reported broken links showing on my google webmaster account for my blog - for pages that no longer exist.

I'm looking for a way to fix this and I read that a 301 redirect is what I need, but I have no experience of these.

I found this:

redirect 301 /old/old.htm http://www.you.com/new.htm

The piece I read advises NOT to add http://www to the first URL - is this correct?

Just double-checking :)