To answer the original question, as long as the pages and content are in the same domain, it's fine with me. Some of the links lists have more restrictive rules, though. I guess the thing to do is to choose the links list on your "must-submit" list with the most restrictive rules and build your sites accordingly.
Who IS the most restrictive these days? Since I don't submit sites, I'm not up on what everyone else's rules are.
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