Thanks for the responses.
The site in question is actually carrying all the formats Smashwords carries -- epub, mobi, etc. As far as I could tell from a quick scan they simply downloaded and re-posted them. It doesn't look like they removed anything.
As far as links go, I don't currently have any in my stories. I know Smashwords allows a link to the author's page on their site -- and that's making more sense.
I did notify Smashwords about the site as soon as I found it. So I should be good with them. I haven't heard back from them yet.