Links to images were not working for me either so I had a look at the code and spotted a bug in the plugin file flickr.php on line 685:
if ( $link = '-' ) $link = '';
This needs to be changed as follows and then the image links work:
if ( $link == '-' ) $link = '';
The bug was effectively changing what you had selected and defaulting to have no link.
I hope this helps!
