Having trouble getting inlinks with the Site Explorer API

I'm getting this error when using this as the URL to get the XML file from.

Error: The following errors were detected: No Valid Host
URL: "http://search.yahooapis.com/SiteExplorerService/V1/inlinkData?query=" & url & "&appid=MyAppID"

I get this error when doing this in both PHP and VB.

The url comes from a textbox I'm letting the user enter a valid URL into.

Any idea why this isn't working?