Another very recommended script is Links Organiser, which also happens to be Multi Domain. 1 install, and use it on any of your sites regardless of diffrent servers they're hosted on. However, though this script is really awesome, it's a bit more expensive than LinkX. The price is $97, check my signature if interested.
Please also note that the
20% discount on JMB Soft is ending today. Starting from tomorrow (November, 16th), all prices will be increased by 20% again.