pip uses http://pypi.python.org/simple/<package name> to look for download links, and this package points to a kind of “non-obvious” target. pip looks for tarballs/zips in the source page, but can’t find a suitable url.
Use -vvv to see how pip looks for this package:
pip install linkchecker -vvv
You may realize http://pypi.python.org/simple/linkchecker/ points to http://sourceforge.net/projects/linkchecker/files/, and there is no .tar.gz as href, only as content, and pip can’t handle it.
In this case you could try this:
pip install http://sourceforge.net/projects/linkchecker/files/latest/download?source=files#egg=linkchecker -vvvv