The problem with those kinds of websites are more common than anyone would think. Although more often than not you would find them on websites like MySpace; speaking of everyday net places to visit.
From personal experience I can advice to not take links for granted even if they do seem to link to websites you desire to visit. Least of all if you are venturing through unknown websites.
Before you click on something I suggest you place the cursor over the link (without clicking), check the status bar (The bar at the bottom of your browser window, not the taskbar) and be sure that the link matches with reliable websites you know and visit frequently. Even if something seems a bit off; do NOT click it.
This trick happens even on very popular websites where any user has control to modify their own given pages, mainly links. So don't take for granted what you are so used to seeing. Examples of these types of websites are: Online blogs, online journals, social websites like myspace, and so on.
I'll make a good example of this (and a safe one too):
Do the trick I just taught you, or simply click on it and you'll see where you'll go.