What happens if you click the link or put http://www.rogue.com/mywebsite.com into your address bar? It's an important question because they just might be doing you a favor in a way. Or they could be stealing your content. For example there's a wiki web directory called About Us. I have a listing with them, it's http://www.aboutus.org/Great-Library.com which looks just like your example. If you go to that page, it talks a little about mine, and has a 1-way link to it. Which is a good thing that I wouldn't want to stop.
I'd start with sending them an email or letter and asking them to please stop before doing anything else.
They're not really appending anything though. All they've done is create a folder under their domain. Depending on their domain and yours they might be able to do that legally.
For example if I wrote a lot of articles about Google I could create a section of my site called Google and use a URL like
mydomain.com/google
and I have a hard time seeing how that would be illegal.
If you want to post a link to your domain and the offending domain it might make things clearer. If you don't want to link to the other site just leave off the www when you type it.
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A foolish consistency is the hobgoblin of little minds
Thought for today:- Is SEO the only industry where all the cowboys are Indians?
I also see that there are some 404 errors that come up with extensions like /sumthin /widgets/'+logolink+' and on those pages displayed is has some kind of search portal below the 404 error message. The search portal is a ppc advertiser called oversee.net.