There have been lawsuits filed over the practice. My personal feeling is that you don't need permission and, so far, the courts seem to agree: "hyperlinking does not itself involve a violation of the Copyright Act (whatever it might do for other claims) since no copying is involved." (Judge Harry L. Hupp, Federal District Court). Nonetheless, there are still a lot of grey areas: everything from framing to the legal efficacy of contracts of adhesion on linking. You could check their "terms of usage" policy (if they have one); even if they had a clause in there which forbids linking to pages within their site, they probably would not prevail against you in court, but they'd be more likely to sue.
Desite all the foregoing, 99.999% of the time, there'll be no problem.