I have the same problem as mentioned in this thread, but there was no solution posted, so I will try as well..
I am using Pretty Links Lite on a website that is part of a multipage. When I click on eof my Pretty Links I am just directed back to my homepage.
I am using this plugin on many other sites without problems. Is there a known conflict with any plugins/themes or could this be because I am using it on a multisite?