While often true, this may cause others problems under certain circumstances. The link should make it clear that the work is not one's own. This can especially be a problem when frames are used. The TotalNews case illustrates this. TotalNews used frames to display news articles from other sources on the web. The original source was not attributed and it was surrounded by the TotalNews URL, logo, banner, etc. TotalNews was sued by CNN, Reuters, the Washington Post, and others claiming that this was "the Internet equivalent of pirating copyrighted materials" among other charges. In an out-of court settlement TotalNews agreed.
Note: It is contrary to net etiquette to use an IMG without permission from the copyright owner of the image