A lot of people seem to doubt that this is true. I can confirm this. I submitted this story here a full year ago, but it never got approved. Other sites I could not link to were imageshack.us and friendster.com. Some other less famous sites were also affected.
Strangely, however, such links _did_ work on random occassions. Many of my friends tested it, and observed that this behavior was independent of the client used, and that results were the same regardless of country of origin. There simply was no way to get it to happen 100% of the time, but when it did happen, it was consistent for the whole period we were logged in and all the friends we tried talking to.
Nowadays, we have developed the habit of prefacing a link with "sending link..." and "link sent" just to make sure that it was received.