Just wanted to update this one.
I received a polite email from Igor who runs linksonsex.com. He expained that his script was kicking out that message because my images were linked as "<a href="1images/gallery002.jpg"></a>"
I realise now that the content I was using had all the images named as gallery***.jpg and that was what caused the problem.
Nice when a webmaster takes the time to explain things and give me something to watch for in the future.