I don't think anyone has posted this before or if there is a hole in my logic but I found the following...

If you right click on the link that the email tells you to use, then click "properties", you will see the URL that the link will take you to.

This link will not be a valid ebay, paypal or whatever link.

For example, here's one I got today. Notice the kki-su.us at the end of the ebay address:

signin.ebay.com.kki-su.us/bbs/ebay/SignIn.html