I see in gemini that this was reported fixed in 5.2 or so... however, it seems to be back in 5.6:

in my case, the link in question results in what appears to be a redirect.  This isn't the only one... it also only seems to be yahoos spiders that are causing this.

AssemblyVersion: 5.6.0
PortalID: 11
PortalName: Connecticut Park Association
UserID: -1
UserName: 
ActiveTabID: 271
ActiveTabName: Commercial Members
RawURL: /LinkClick.aspx?link=www.wseinc.com&tabid=271&mid=828
AbsoluteURL: /LinkClick.aspx
AbsoluteURLReferrer: 
UserAgent: Mozilla/5.0 (compatible; bingbot/2.0; +http://www.bing.com/bingbot.htm)
DefaultDataProvider: DotNetNuke.Data.SqlDataProvider, DotNetNuke.SqlDataProvider
ExceptionGUID: a14cc6b8-7f9b-48d5-9f6c-4abe8767accb
InnerException: Not Found
FileName: 
FileLineNumber: 0
FileColumnNumber: 0
Method: DotNetNuke.Services.FileSystem.FileServerHandler.ProcessRequest
StackTrace: 
Message: DotNetNuke.Services.Exceptions.PageLoadException: Not Found ---> System.Web.HttpException: Not Found at DotNetNuke.Services.FileSystem.FileServerHandler.ProcessRequest(HttpContext context) at System.Web.HttpApplication.CallHandlerExecutionStep.System.Web.HttpApplication.IExecutionStep.Execute() at System.Web.HttpApplication.ExecuteStep(IExecutionStep step, Boolean& completedSynchronously) --- End of inner exception stack trace ---
Source: 
Server Name: 264177-WEB

Ok, sure... any thoughts on where to start?  the links themselves are valid.