If they're stealing your content, then it's to your advantage that they're linking back to it on your site.
Straight from the horse's mouth:
It's in reference to putting your own articles out there, but same idea.
The downside of that, is that a more popular site can sometimes end up outranking the original content. If you see that happen, it might not be a bad idea to report it to Google, so you don't look like the scraper.
If you're just worried about the incoming link itself, then I wouldn't worry about it hurting you... just not helping you.
Your best bet though, would be to just have the article on your site and get links to it, rather than putting the article on other sites. That link to the Matt Cutts blog talks about it more.
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