Basically this means that Pinterest does not like links in your posts or links to your posts. In most cases Pinterest just does not allow posts with links to your website/domain/server/IP/etc.. In some cases Pinterest rejects the content of your posts.
For example links to any site hosted with free hosting provider are permanently banned on Pinterest, Facebook and Twitter. Too many people tried to setup the sites there for the purpose of spam.

Also Pinterest does not allow any kind of URL shorteners or links that redirect somewhere, so please make sure you don’t use %SURL% or another kind of shortened URLs in your post. (This especially relates to “Sorry, we blocked this link because it’s a redirector and may lead to inappropriate content.” error)

Please contact Pinterest directly if you have questions or concerns about that issue.