It’s unlikely that your outbound linking is causing your pages to be listed in the supplemental, rather than main index.
Also, be assured that we’re not looking to penalize folks for a “bad” link here and there. Rather, our algorithms are tuned to look for patterns of “egregious” linking behavior… both on individual sites and in the aggregate.
With that said, it’s certainly in your users’ interest that you regularly audit outgoing links on your site (especially prominent ones) to ensure that you’re not losing folks’ trust by sending them to inappropriate places or 404 pages. Sure, it’s great to keep Google happy, but it’s usually more important (long term) to have your users be return visitors. SE Roundtable & WWW
This is maybe an obvious statement, but someone just had to speak up about it. You don’t see sites like NYtimes.com or CNN.com linking to broken pages because they are a trusted source. You should be doing the same. Make sure your links work and that they are at least partially SEO friendly. If GoogleBot doesn’t like the site you’re linking too, more often than not it won’t like your site as much either.