At times you may want to share the link of a particular Windows Phone Marketplace apps or content with your friends by mail, or maybe you need to blog about a particular app. How do you get the link of the particular app, so that clicking on it opens the particular Marketplace app’s page in your Zune software?
Here is one simple way to do it.
Open your browser and visit to Bing.com/Visual Search
Click Featured Galleries.
Next click the Top Windows Phone 7 apps green thumbnail.
This will bring up the listing for all of the apps in the Windows Phone 7 Marketplace.
Select or search for the app you want and click on its thumbnail.
Now under Description you will see a link Get app for your Windows Phone.

This is the link! You can right click and select Copy link location or shortcut.
Clicking on this link will open the app in your Zune software.
The link appears as follows:
http://redirect.zune.net/redirect?type=phoneApp&id=fa543402-18db-df11-a844-00237de2db9e&source=VSGallery
Additional reads;
How to share links to Windows Phone 7 Apps without using Zune
How to create link to Windows Phone Marketplace Apps using Zune.
