Sorry, I am not so savvy if this involves .htaccess stuff.

I've got a legacy link that's

http//mysubdomain.mysite.com/legacy.aspx

just how can do I redirect this connect to:

http://mysite.com/newlocation/

Thanks ahead of time!

Try adding the next for your htaccess file within the root folder of mysubdomain.mysite.com

RewriteEngine on 
RewriteBase / 

RewriteCond %{HTTP_HOST} ^mysubdomain\.mysite\.com$ [NC]
RewriteRule ^legacy\.aspx$ http://mysite.com/newlocation/ [L,R=301,NC]

You can only use ASP to redirect? If it is only if ppl hit that single page, it will redirect?

Response.Status="301 Moved Permanently"
Response.AddHeader "Location","http://www.new-url.com/"