It looks line your ISP may not have the LWP module (properly) installed for Perl. Thus, the script is advising that it couldn't use the Parallel Checking method (that's not really an error, it is an informational message). But on top of that, the script cannot use the other method of checking either because your ISP does not allow the socket method, or doesn't have the software for the socket method installed.

I suggest you speak with your ISP about this, as this is not really a Links error. It works when everything is installed.