How about something altogether simpler and more user-friendly:
<a href='www.11.com'>ABC</a>
<a href='www.22.com'>ZXC</a>
<a href='www.33.com'>CCC</a>
No need for "error messages" at all.
Only give the Users options for things that they're allowed to do.
"What's the best way to prevent someone from shooting themselves in the foot? Don't give them a gun in the first place!"
Regards,
Phill W.