Prova a togliere lo / da dopo echo "index.php?id_link=$id rendendo il codice:

Codice PHP:
<? include("../config.php") ?>
<HTML>
<HEAD>
<TITLE>Prova</TITLE>
</HEAD>
<frameset rows="16%,*">
<FRAME name="1" SRC="<? echo "$sito"; ?>links/testata.php" scrolling="no" noresize>
<FRAME name="2" SRC="<?

mysql_connect("$hostname","$username","$password");
mysql_select_db("$db_name");

$result = mysql_query("SELECT * FROM link WHERE id = '$id' ORDER BY id desc") or die(mysql_error());
while ($row=mysql_fetch_array($result)) {
$id = $row ['id_link'];
echo "index.php?id_link=$id";
}

mysql_close();?>

">
</noframes>
</frameset>
</HTML>