I have the same problem with six WordPress sites. I reported it about four hours ago, I’m in the queue to be fixed but nobody could tell me how long it would take or what caused the problem. I’m in the UK and will check again first thing in the morning and get on to them if it’s not fixed.
Hi there, I had the very same requirements recently and I couldn’t find a plugin that did that so I wrote one! Please give it go, you will find details at: http://www.aloadofstuff.co.uk/wordpress-widgets/alos-random-images
As an example if you look at the randon images in the sidebar of my photo blog site http://www.secretmountain.co.uk you will see they all have individual links.
If you try it please let me know how you get on.
Cheers
Bryan