You might want to disable autodiscover of new links if:
 - you are getting close to your link limit on your plan, and would like to just monitor existing links
 - you are only putting in special links into Monitor Backlinks, and you don't want other links to appear

You have 2 options for disabling autodiscover:

Option 1: you can make sure that this checkbox is deselected when adding a new domain:

Option 2: you can go to Manage Domains:

And then click on the gear icon of the domain which you would like to disable Autodiscover for:

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