It sounds like you failed to notice the key fact that these links are in the Personal Nodelet (and so which page you are looking at doesn't make any difference). The Personal Nodelet expects the links you give it to either be all digits (in which case it links by node_id) or to be a node title. However, if you instead give it <a ...>...</a>, it produces something that works in most browsers so many people have done that. It sounds like you have done this.

At some point, we'll make the personal nodelet smarter and it will no longer try to construct a link to a node with a title of "<a ...>...</a>" and then fail to escape the "title" of the link. Instead, it will notice these cases and simple include your link (or whatever HTML you entered).

        - tye (but my friends call me "Tye")