To a good extent, it seems to be matter of degree. People who post here, that have been booted because of cross-linking between sites, usually have done so on every page for many sites. If you're just doing it on the site-map for the sites, and it's not massive, then it's probably no problem. Nothing is guaranteed, of course. Do you really need all that cross-linking between sites? If it's good for your visitors, keep it, otherwise read up on stuff at WW on link-farming and see if it might cause you problems in the future. If you haven't had problems yet, though, I wouldn't panic.
[edited by: Stefan at 10:29 pm (utc) on Dec. 6, 2004]