Lenky: Looking at the plugin I see this:
<script type="text/javascript" src="https://lenky.net/plugin/prototype.js"></script>
<script type="text/javascript" src="https://lenky.net/plugin/Modal.js"></script>
Bad, bad, bad. You should include prototype and modal in the plugin files and not reference them from your site. Or better yet, use wp_enqueue_script to load the built-in prototype in WordPress, and include modal in the same fashion.
You add link tracking back onto your site. Also bad, link tracking should be local and the results should be visible to the blog’s own owner.
You’re using external images all over the place, like https://lenky.net/images/link_error.png and so on. All these should be included with the plugin and be local to the site.
There’s nothing necessarily wrong with creating a web-service for other sites to hit. But the only thing they should hit is the web-service itself. Making them get images and javascripts from your site is bad bad bad. Making the returned links track-back through your server is horrifically bad. And regardless, all this should be explained in detail in the readme along with reasons why you’re doing it that way instead of making it local.
A plugin should be self-contained, for the most part. For every external hit, you need to have a good reason for it. If lenky.com ever went down, all sites using this plugin would throw up a ton of errors, and the reason would not be obvious to those users.