lin.cx is a private url shortening site.
If you have been invited to use lin.cx you will have received login details and instructions on how to create your own shortened links.
If someone sends you a lin.cx url you can check to see where a link will go. Simply add the tilde (~) character to the end of the lin.cx url and you will reach a page showing the actual destination url. At that point you can decide if you want to continue to the site or not.
You can reach me at the usual places; twitter, irc etc.