From Websense's site: Potentially Damaging Content - sites likely to contain little or no useful content (source: http://www.websense.com/content/urlcategories.aspx)

Could it be because your page is almost entirely a list of links? (not saying that's bad, personally)

You could try contacting Websense: What you can do if you feel a website has been incorrectly categorized. ... You can also suggest that Websense researchers reevaluate a categorization by e-mailing suggest@websense.com.