Most of the WordPress themes that are freely available these days come with encrypted footer links which more often than not point to unrelated and normally excluded domains .
The theme designers get their themes sponsored through the forums and often compromise the authority of the end user’s site in the eyes of search engines. Therefore it is very important to get rid of encrypted footer links.
All these themes are released under the GPL and thus all kinds of modifications are allowed in these themes. If you have read some literature from the designer stating that you cannot remove links, be sure it is just a tactic to fool you. You can even play with the entire WordPress code if you know how to.