Thanks for the example. It's not broken - we made it that way on purpose. The reason for this is complex and has to do with search engine traffic. Basically google indexes that link and drives up traffic to amazon instead of sending people here to this site. Just login - it will work
I just remembered awhile back that I did ask Janet H and the above was what she replied.
In my question to her I used Amazon links as examples and now I got thinking and lo and behold, the "problem - "Page not found!" only seems to apply to Amazon links.
I just did search many links on the forum and 'it appears' that when not logged in, the Amazon links only give the problem... So according to Janet H, it is "on purpose"