When you link to another blog in WordPress it will use a system called pingbacks to notify the other blog that you have linked to them. If you have a WordPress blog at the moment you may of noticed these appearing in the comments section of your site, allowing you to display these on the page showing your visitors where else they can see this information.
The problem you get with WordPress is that pingbacks will also come through if you're linking to a article on your own website. These are not very useful to you and your visitors.
This WordPress plugin will disable all self pingbacks so you don't get an alert when linking to your own articles but still get the pingback alert when others are linking to you.
Simply download the plugin, upload it to your WordPress site and activate the plugin.