Sending a URL via a Twitter direct message can be a bit of minefield as there is a limit of 250 sent and received direct messages per day. If you send more than this or duplicate messages to the same account then you are risking being flagged up as a spammer. Having said that, Twitter has been working on the backend of the system to spam links in direct messages from getting through. The system is now ready to allow the sharing of URL’s, but no doubt the spammers will be watching this with interest too, how long before they start again?
Source: Twitter Support Page