This bug was first reported by Jamie in Feb 2006: http://www.burngreave.net/pipermail/bndfc-web-tech/2006-February/000284.html
Bruno has since confirmed that it also happens on another server.
The symptoms are that sometime internal links are pointed to other sites on the server — the domain name used is the wrong one.
To reproduce this bug all you need is two sites on one server both with a document at, for example, /news/ and if you then create a new document, say /link-test/ on both sites and add a link component to both pages pointing at /news/ then one of the sites will end up linking to the other.