You Can't Link Here
There are a couple of common mistakes in other replies to this thread:
1) the fact that you allow your website to exist is an implied license to allow for linking to your website, so linking _per se_ is not an issue, but the issue is the context of the link and whether it is misleading or inappropriate in some way (such as the link suggesting a false endorsement, or an untrue fact that is libelious, etc). It's entirely fair to allow a website to place _some_ _reasonable_ restrictions on how other websites can link to it, and it's entirely fair and appropriate to apply existing issues of fair dealing, passing off, law of confidentiality, law of tort, etc. The issue is that there finer point sof how these laws / principles allow is not yet fleshed out - it's a bit pointless to thow up very abstract statements about "deep linking = yes / no", as the answer will be either depending upon various other attributes and circumstance.
2) using technical issues (e.g. HTTP_REFER blocking) to prevent inbound deep / inappropriate links is not entirely all of the issue, part of the issue is that there still exists an inappropriate link on another website (e.g. a link to other_host/internal/junk/etc potentially reveals misleading information "internal/junk/etc" and disrupts legitimate user activity); sure I redirect those inappropriate links, but it potentially damages the experience for my users, and leads to a loss of goodwill for my business/website, potentially because users are mislead into thinking that my website is inappropriately configured, or find it a nuisance, or something else). again, I would say that the rule is not hard and fast either way and the law requires depending of some general principles / doctrines, and an understandign that within those, there is scope for variation depending upon particular circumstances of the case in question.