Hi,
Yes, you have that command on.
Ahhh, sorry, NOW I know what is wrong even though I could have known from the beginning. Your PHP is version 4.1.2 (you told me, but I didn't put much attention to it) which is an old version from February 2002. LinkMan formally requires PHP version 4.3.x as older versions don't have all the functions LinkMan requires (for example file_get_contents()).
If you run the server you should install the latest stable version (4.3.11 at the moment) as it has more functions and many bugs fixed. If you don't run it you should contact your hosting company any ask them to update their PHP installation. They should do it for free (I wonder why they haven't already).
PHP 4.3.11 can be downloaded from:
http://www.php.net/downloads.php
Once you have PHP 4.3.x LinkMan should work without a problem, just make sure you keep the allow_url_fopen enabled.
Hope this helps.