I have a game server provider review website, gsreview.com, that has free listings for around 60 game server providers. I add all the listings myself and email the GSP owners to tell them they've been added. A few GSPs told me they did not want to be on my website. I removed one after the owner threatened me with legal action. I had a good feeling he wouldn't get very far, but I'm under 18, don't have the resources to fight something like that in court, and don't think it's worth fighting over. That was over a month ago. I've always assumed it was perfectly legal to link to another website against the will of the linkee, or is it? Are there any laws regarding linking to other websites?
A lot of websites are stupid like that, but as far as I know the only law that would stop you linking to another website would be copyright laws. Random example; on Neopet's ToS it states that you shouldn't link to any other page but the homepage. Of course, no one gives a toss and I've not heard of Neopets sueing anyone. I wouldn't take the risk though.
Actually sites can have control over how somebody links to them. Although there isn't a legal president encapsulating everything, there are various cases where one site sued another site for deep linking to their pages without their permission. The best thing would be to remove the links if asked to. That way you will be covering your bases.
You can sue for anything, and there have been cases of suits filed for deep linking, but no one has won their case. "So far, the courts have found that deep links to web pages are neither copyright infringement nor trespass. No court has enforced a website's terms of use that bar deep linking." http://www.eff.org
Ok, guess I needed to elaborate a bit more about the cases I mentioned. These cases where all settled out of court. However I think it would be common courtesy to just remove a link if that site owner asks you to. Another example:
If a site owner wishes to hide pages from being deep linked, there are several technical solutions. For example, if the site is dynamic, change the links! Also, its possible to see the referring page. If internal, then display the page, if external, give some error.