http://www.news.com/8301-13578_3-9899151-38.html?tag=nefd.pop Apparently, it's illegal to merely click a link that claims to direct to illegal material, even if there is no such material on the other end.
In this particular case, the FBI set up some links that claimed to direct to a kiddy porn video. Anyone who clicked the link had their IP logged, their ISP forced to cough up their identity, and then got a visit from ARMED OFFICERS who roughhoused them, and then seized (stole) all their computer equipment and a lot of their financial information.
One could argue it's unlikely someone would accidentally click a link claiming to go to something like this. However, according to that story, the FBI did no sanity checking of their data--they didn't even bother checking the referrer site, so they didn't know whether someone used their links to get to their site, or used the links of some prankster who said there was something legal behind those links.
Granted, if, after destroying your computer and other electronics as part of their forensic investigation, they found no evidence you clicked their link (and found no evidence of anything else illegal), maybe they'd let you go. Maybe. But you're still out $1000s in equipment, must spend lots of time getting your finances back in order, probably lost your job while you were in jail, and your neighbors all think you're a dangerous criminal because they watched you get yelled at and cuffed at gunpoint. Great. Even if you win, you lose.