Google finding a huge number of bad links

[beggers]

I just checked my Google webmaster stats and found that the web crawler listed over 5000 of these bad URL as "not found". They all look like this:

http://www.vegasnews.com/1002/www.hardrockhotel.com
http://www.vegasnews.com/1002/www.palazzolasvegas.com
http://www.vegasnews.com/1007/www.hardrockhotel.com
http://www.vegasnews.com/1007/www.palazzolasvegas.com
http://www.vegasnews.com/1009/www.hardrockhotel.com
http://www.vegasnews.com/1009/www.palazzolasvegas.com

Those domains aren't even in the those articles, although they are in some others. Maybe a problem with permalinks, All in One SEO mod or maybe .htaccess? I have a feeling that Google will eventually penalize me for all these bad links so it would be great to sort this out.

My sitemap is being generated properly. It doesn't have those links and my site with Revolution Magazine works fine otherwise. Ever see this problem before? Thanks in advance for any suggestions!