In the Views UI, when you edit the View, open up the "Advanced" options. The penultimate option (one up from the bottom) is "Theme: Information." Here's an example:
If you click on "Information" you'll be given a list of template suggestions like this one:
And if you then click on one of the output types (i.e. "Display output," "Style output," etc), you'll be shown the boilerplate code for a template that should be named with one of the names to the right of the style type, which you can cut and paste into a file you save with the appropriate name. Like so:
Once you've got the template name to use, and some code to go in it, create your template in your theme directory and modify to rewrite the links as you require. I happened to choose the "Display output" template as my example, but you'll most likely want to use the "Field Content" template/associated template name.
Note that this is an information-only option in Views - it won't create the template for you. You'll have to do that yourself. You can cut'n'paste from the boilerplate to get started.
I hope that helps...