It's no problem to remove links with a chain breaker. However, removing those links destroys the peened end of the link you removed. The problem occurs when you try to connect the chain ends or add the damaged links back using a chain breaker. Just think of it as a one way street. You can remove but you can't add. Think twice before removing a link so that you don't get into a situation where you need to put one back.

Edit: Oops, didn't see thermionic scott's reply, which says exactly the same thing.