You can link to any page you wish, just as long 
as you don't claim to be in some kind of 
partnership with that site or link to a page and 
claim it to be an extension of your site. I've 
seen sites that put links to cel galleries and 
claim that it is their gallery when in fact it 
isn't. There is nothing wrong with having a link 
to another site on your page, and most sites 
appreciate it when galleries take the time to do 
so.