Michael, I think the link to CDNOW.COM should be entered as:<a href="http://www.cdnow.com/cgi-bin/mserver/redirect/leaf=from=sr-1001966">CDNOW.COM</a>.
If you don't include the double slashes, the URL is interpreted as a subset of the site hosting the current page; in this case, Mudcat. Also, If you don't include everything from "cgi" through "1001966", I don't think Mudcat will get credit for people's purchases through the link.
Your first link was correct. You probably went through the Mudcat clickable logo to get there and copied the URL once there. That's what I usually do too. The second one looked as if you'd simply typed the URL into your post.
Cheers,
- Mark