Just a little word here: Please go back and reread the Terms of Use concerning links. While, in this case, I'm going to take the chance of allowing it, given the type of link, please do not take that as an indication not to take the rule seriously.
However, as the site in question is devoted to Lovecraft's works (at least, along with the works of other classic writers in the field), it may be helpful to those interested to have a better link:
the Complete works of H. P. Lovecraft
It may be well to note, however, that (iirc) the texts at that site are corrupt older texts, rather than the corrected texts. In some cases, the differences are quite minor, but in some cases (i.e.,
At the Mountains of Madness), several hundred words are missing, and even without that egregious a problem, some of the changes can quite seriously alter the reading of a piece.