This actually saves more trouble than the little annoyance it causes in most
cases.
They are doing you a big favour by blocking links to sites that are known
for hosting dubious code, but i must say that blocking places like mediafire
and rapidshare are not really a good decision.
All these free file hosting sites now use a capcha system, that in itself
will stop drive by downloads.
Even trying to use rapidshare normally is a nightmare with their "guess the
cat" capcha, and i dont think any link that you ever receive is going to be
able to get past this when the human eye has trouble in doing it.
Maybe mediafire/rapidshare and the like also sell webspace and this is
possibly the reason why they on the bad list ?.
The easy solution is to just email your contact the links
, no big hassle
and makes being online a bit safer for most people online.