Originally Posted by lchaim

That is not entirely true. If someone is linking to you that is 'unranked' or a PR0 it's not a great thing --- however, unless it's from a domain that's been seriously penalized it will not hurt you. Being linked to by someone from a 'bad neighborhood' can hurt, but from the sound of it this is not the case.

Do they have some PR? If they are a PR1 or up don't sweat it.