Thanks for the responses Guys!
The reason I wanted to know more about removing links was because a website that I look after had stopped receiving GA stats. I looked at the inbound links and found a few that where completely unrelated to the site (one from Japan and not translatable).
I did search for the Disavow tool from Google, but decided to try to contact the sites first to see if I can get the links removed that way.
On closer inspection, and much worry, I discovered that the GA tracking had stopped! How could that happen? As far as I know I am the only one with access to FTP... Worrying, but fixed now and I have had an education about the Disavow tool and link removal along the way 
One more question: Are nofollow links harmful to a site if they are inbound?
