Well I always wondered why mega video never got taken down? Certainly it's the biggest of them all, eh. Yet it wasn't touched. Kind of strange. But I don't think, if you're not hosting the videos but just linking to them, that you'll get in trouble. You'll probably just be asked to take down your site. So let them tell you when to do it. Theres so many sites that link to videos and movies and tv shows, etc that I doubt youll even get noticed.
But if it lets you sleep better at night do it, if you're not worried about being contacted by some agency and told to take it down or else... well keep making profits from it.