The tinyurl is (for some reason) converting to a Relative link instead of Absolute. Go to
preview.************/69gqwy and you'll see that the target doesn't start with "http://"
Also, when you follow the link, it actually redirects to
www.************/www.stevepavlina.com/...
That's where the 404 is coming from.
It seems you Have to include the "http://" on twitter to avoid this.
Edit: The asterisks above are "tinyurl(dot)com"