Your chain must be good and taut, though not so much so as to make the bike difficult to pedal. For single speeds and fixed gear bikes this is generally accomplished by sliding the rear wheel backwards or forwards within the rear drops (assuming your bike has horizontal drops or track ends). Unless the chain is extremely slack you shouldn't need to remove any links. If your bike has vertical drops you might have some difficulty getting good chain tension. I think I've seen some chains for sale that have 1/2 links that can be removed to help solve this problem.
The other thing you should consider is your chainline. Does the chain make a nice straight line from your front chainring to your rear cog, or is it a bit twisted? If it is twisted this may contribute to the problem. Go to Sheldon Brown's website for more on this subject.