Actually there is no such thing as the missing link. The sequence for the last few million years is filled in rather well.
But I can see where you are coming from. If you have a gap between two fossils, and you find a fossil intermediate between those two fossils, well then you just end up with two gaps! Gasp! Look at all those gaps! Evolution is getting farther from "proof" all the time.
Here is a good link from PatrickHenry's List-O-Links. It has lots of information on these cute little guys:
The missing link is the common ancestor where both apes and hominids broke off the chain...
It has yet to be found. This is what Leaky searched vainly for all those years and is still yet missing...