I get W3 Validator errors on my URL's

I have scoured the forums to find a solution but to no success. I have seen people touch on the subject but can't see a remedy. Please help

W3 Validator----
This is usually a cascading error caused by a an undefined entity reference or use of an unencoded ampersand (&) in an URL or body text. See the previous message for further details.
Example:
Good <a href=\"www.domain.com/cgi?x=123&y=456\">
Good <a href=\"www.domain.com/cgi?x=123&y=456\">
Solution:

Replace \"&\" by \"&\". -------