You MUST use the reddit alien from /r/css_1 or one of equal dimensions for the link to work. Go to http://www.reddit.com/r/yoursubreddit/about/edit, then upload this image: http://e.thumbs.redditmedia.com/EBV4TV6pnyljidKX.png as your header image.
You also must edit in your subreddit's name in the stylesheet for the "message the mods" button to work! Just go to the CSS page, ctrl+F for "CSS_1" and change it to whatever your subreddit's name is.