Noticed that your URL has another directory called "links" before the CGI-BIN directory. From this it looks like you've actually installed it in the web pages directory ( sometimes called www, httpdocs, etc.) and some servers don't like this.
Instead of:
http://www.weblinkdir.com/...-bin/admin/admin.cgi
try creating the link directory within the CGI-BIN:
http://www.weblinkdir.com/...link/admin/admin.cgi
and reset your paths.
Instead of:
http://www.weblinkdir.com/...-bin/admin/admin.cgi
try creating the link directory within the CGI-BIN:
http://www.weblinkdir.com/...link/admin/admin.cgi
and reset your paths.