g1smd - 9:40 pm on Sep 20, 2011 (gmt 0)
You should link by using a URL that begins with a slash and counts from the root.
The place to look for these errors in WMT is in the "crawl errors" section. You're relying on Google having seen those URLs, and having recorded the URL of the page that supposedly pointed at that duff URL.
You also need the raw log files for your site, not some noddy "stats" data. The logs are usually in a folder called logs, above the web root, when you look via FTP.