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I would not worry about this link and I think it will help more than it will hurt. A few natural blogroll links should be totally fine. It is when you have tons of sitewide links that it can become a problem because it would look unnatural to Google. One thing you can check is your ratio of total links to followed linking root domains in Open Site Explorer compared to your competitors. E.g. 10,000 total links/200 followed linking root domains = 50 to 1. If your number is a lot higher than similar sites in your niche, you may want to reduce sitewide links to bring your ratio down and reduce risk of a penalty.

I agree with Francisco that you should check whether it's a nofollow link or not. If it is then you should be fine. If not you might want to consider disavowing those links with Google's Link Disavowel tool.

Hi Sean, Sure it is. Just run the page through SEOmoz's OpenSiteExplorer - http://www.opensiteexplorer.org/. Put in the exact URL, and change the params to "only external" and you can see all of the backlinks to that page, plus the linking domain's authority, etc. It's a very good tool. Cheers Matt