Thanks Tampa SEO, good advice.
Interestingly, the URL listed in SEOmoz is as follows:
www.morethansport.co.uk/brand/adidas?sortDirection=ascending&sortField=Price&category=sport and leisure
But when I look at the link in the referring page it is as follows:
/brand/adidas?sortDirection=ascending&sortField=Price&category=sport%20and%20leisure
notice the "%" symbol instead of the spaces.
The actual URL is the one listed in SEOmoz but even if I copy and paste the % version, the browser removed the '%' and the page loads fine.
I still can't get the site to throw-up a 400.