The help file for links for you says “There is no way to delete items from this page right now.” The FAQ says to contact them if you’re getting link spam via this method.
Instead, I think that there should be some way to reject a fan. Maybe I don’t want them to be able to leave me links, maybe I think that their links are a form of harrassment, or whatever—I shouldn’t have to claim it’s spam to be able to get it out of my face.