Using links properly
I see things like this all the time. Both in content that clients have put into their CMS, and on major web sites where the editors should know better.
"Click here to download our document about xyz"
Our cool software can be downloaded here"
In this sutations not only does the visitor need to be careful about which 'here' they are clicking on, but it demonstrates that the author has a fuzzy idea about what hypertext, and by extension The Web, is.
The web is not just a collection of pages which happen to have handy links sometimes. It is a network of content, and there is meaning both in the content and in how and where the links between pieces of content are. So when links are mis-used, the author is failing to use their tools properly. That wouldn't bother me much, but like any idea it spreads to others even if it's incorrect.
A better way to get your viewer to download something or go somewhere is by providing a link that has context and meaning.
So you might say "Download our document about xyz or abc". That way, the visitor can easily differentiate between links and the links don't get in the way of the flow of the original content.
Further reading on this topic from more authoritative sources than I:
http://user.cs.tu-berlin.de/~jutta/ht/writing.html
http://www.w3.org/QA/Tips/noClickHere
http://www.w3.org/Provider/Style/NoMechanics
http://www.w3.org/Provider/Style/ReadableText