Originally Posted by
BearSquirrel
In general, I've noticed that it is difficult to remove and affix masterlinks on dirty chains. In all cases, you should consider cleaning the chain first with a chain machine. It's not a bad thing to do anyway as you'll get less muck on your hands.
That would seem to defeat the purpose for which most people use a link.

Personally I use the Shimano pin, clean it with a machine and leave it on the bike untill time to replace.