I think it has been confirmed by the courts that linking is not a form of copyright infringement and therefore legal. Asking people not to do so is at best going to those create a lot of anger from who don't want the Internet to devolve into proprietary walled gardens of content, and at worst is basically asking to be Steisanded.

There have been some funny attempts at trying to stop others from linking to one's site, e.g. by jwz. Then again, this person does use Twitter...