In Tasty Links version 1.3 or later, there is a setting to limit auto-linking locations on the settings page:
If the above options don't work for you to prevent Tasty Links from acting on a custom post type, add the following to your theme functions.php file, replacing my_cpt with the name of the custom post type:
add_filter( 'tasty_links_disable_my_cpt_auto_link', '__return_true' );