This is a new one for me. I've gotten a lot of emails prior to this asking for old links (that they no doubt paid for in the past) to be removed because they got penalized in some form. I got an email this morning from a webmaster taking a slightly different approach, threatening to report my site to Google web spam and my host under DMCA law. Really dude? Dear Website Owner, As per the previous communication with you regarding removal of http://www.myworldphone.com/ links from your website, please note that today is the deadline for removal of such links form your side. If the links persists in your domain after 25th July, we will report your site to the Google web spam Team. As an additional Measure, we will report your website under DMCA to your Hosting Provider.
Legally they can't do anything unless they can somehow prove that their links posted on someone else's site are copyrighted by them.