To save your changes now, you must go back and remove the blocked link (shown below), and then save.
Note that if you used a redirection link or URL shortener, you may still be able to save your changes by using the direct, non-shortened link - you generally obtain the non-shortened link by following the link, and copying the contents of the address bar of your web-browser after the page has loaded.
If you feel the link is needed, you can:
Request that the entire website be allowed, that is, removed from the local or global spam blacklists (check both lists to see which one is affecting you).
Request that just the specific page be allowed, without unblocking the whole website, by asking on the spam whitelist talk page.
Blacklisting indicates past problems with the link, so any requests should clearly demonstrate how inclusion would benefit Wikipedia.
