Install this add-on: https://addons.mozilla.org/en-US/firefox/addon/drweb-anti-virus-link-checker/

It has the added advantage of scanning the link for viruses.

Thanks Xircal, I'll give this a try!

You're welcome.

If it fixes the problem, could you please click the "Solved It" button next to the post which helped. This will help others searching for a solution to the same problem.

Thanks.

If you do not see the status bar in Firefox 3.6.x then check: View > [X] Status Bar

I already enabled the Firefox status bar, cor-el, so it is visible.
Alas, this has no effect whatsoever when I hover over a link:
no extra information is shown, none of the items on the status bar change.
A pity, since that would have made things even better.
The benefit of the Dr. Web checker is that the link is checked.