Ah, see it in Firefox (Opera seems to fix it on the fly).
The %20 you are seeing is encoded space character. First thing to check would be to verify that there are no unwanted spaces in form you use to setup links.
Also could you please add link to specific plugin you use? Quick search gets several similarly named in official repository.
Update
What version of plugin are you using? It doesn’t seem to be latest one. Older versions (I looked at 2.0 which seems closer to what you have live) seems to have possible markup issues because of new lines stuffed in links attributes where they shouldn’t be.