ASK THE EXPERT: Can I include links to European websites in my webpage without asking for authorization?

Nagy Péter from Hungary asks:

I have a problem and I hope you can help me. I would like to make a website where a lot of European services could be found. I'd like to collect links of useful services. For example, if I would like to place your link on my website without asking, is this possible? I don’t know a lot about Internet Law, that’s why I ask for your help. Please help me!