Use absolute links in your code. Sure, it's easier to write short, relative links when you're coding your pages. But this practice can have an adverse effect on your search engine performance, as well as leading to the dreaded PageRank bleed, according to a variety of sources I researched recently. There's a lot of mumbo-jumbo and tech-talk I could try to impress you with, but trust me, it's better to have a consistent and absolute linking scheme when you're creating your pages.
The main problem comes from how search engines crawl, and how the shorter relative links can cause these spiders to index with or without the "www" prefix to your domain name. The bottom line is, using absolute links should protect you from this predicament.
So, use absolute links, such as href="http://www.domain.com/page.htm" instead of the relative href="page.htm"
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