Though there aren't any "link police" it is certainly good practice to attribute sources. Usu. the only time I don't attribute is if I get something from a list-serv, a first hand source (obviously), or a link/reference is common enough that where you found it isn't such a big deal.

Electronic "links" are strange that way. Someone B tells someone Y who tells you about a great resource, you then tell people 1,2,3 that someone Y told you about this link, but someone y didn't tell you that it was actually someone B's diligence that discovered the link. So now people 1,2,3 either think the link is from someone Y or you. I don't think it matters who told you about the link -- especially for this site -- it is more important to discuss why it is relevant, or even just to post something at all.