Xenu is a powerful free software for all people that have a site and wanna ckeck non working/bad links.
I have made a successfull test with this my own WordPress blog.
Once it has been installed (small setup) go to File menu and select Check URL… then put the desired host path (eg. http://www.prova.com/) the final slash is important, and press ok. Then the program will run and will scan all links, at down part also statistics with all links found and progression percentage; the results can be exported in various formats.
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