Well, here's one of those things that isn't Mac-easy on Mac OS. Say you create a sidebar link to a server. Say you no longer have access to that server. Whoa. Can't click on it and remove it. Just keeps popping up an error message. Well, it turns out you have to follow these instructions and edit the ~/Library/Preferences/com.apple.sidebarlists.plist file to purge the offending link. Come on! You have to be kidding Steve, right?