Im not double posting intentionally, I just.. cant edit my last post o_O
Anyways, after reviewing some court cases and laws I am going to say that it is almost definately legal. As long as you arent linking to a file, or image that they have copyrights or patents to. Also, you have to link to a "surface" page. IE: You have to link to the main page, not a page that is rooted in the site, for example, churchofmorons.com/afolder/anotherfolder/blah/thisisapage.html.
Apparently many court cases have dismissed the charges as unconstitutional under the first ammendment. And I asked a few lawyer friends, they all say that you can link to any page you want as long as you follow those guidelines I listed above. Adding a disclaimer denying affiliation with the site in question couldnt hurt either.
For more reading..
http://www.patentperfect.com/idea.htm