they actually are links.they just have a class "button" which seven themes as buttons
In which case, they are all smushed together and difficult to use, as can be seen in the screenshot :)
which theme you use? bartik also styles them correct
This was either Bartik or Garland, so by elimination it must have been Garland.
As ParisLiakos mentioned, Drupal themes are responsible for providing appropriate link "button" styling.
Drupal is a registered trademark of Dries Buytaert.