Absolutely, NO XBOX LIVE DOWNLOADABLE CONTENT is to be linked to, direct or indirectly on XS. Maps, Skins, Exclsuive downaloded/additional songs provided by the service, etc.. are all included in this.
MS/Live might make these availble to their members, but at no time have they copyright cleared that material for re-distribution beyond their service and members.
Members producing links to these materials, will earn a ban.
This isn't limited to additional content from live. This can be additional content for MAgazine disks, POP freebie disks, give-away at conventions etc. It all comes down to the same thing, that while MS might be handing some of this content out for free, they have NOT allowed it to be copyright cleared, nor, have they granted and re-distribution right to their material.