BEIRUT, Lebanon (AP) _ Terry Anderson, the longest-held foreign hostage in Lebanon, turned 41 today and spent a fourth consecutive birthday in captivity.

Pro-Iranian militants holding him again denied any links to a woman who was arrested in Italy carrying a photograph of the American journalist.

The statement by Islamic Jihad, or Islamic Holy War, was delivered to a Western news agency and accompanied by an old photo of Anderson.

The statement did not provide any information on Anderson or another American the group is holding, Thomas Sutherland.

It was devoted to denying links to the Lebanese woman, Aline Rizkallah, 36, who was arrested at Milan airport last week. A photograph of Anderson, another American hostage, Alann Steen, and a third picture of an unidentified man were found in her luggage along with a letter purportedly from Steen.

Police in Milan said today the letter appears to be a fake. They say the photos and the letter were supposed to go to a U.S. organization through an Italian arms dealer. Police said the woman also was carrying heroin.

Another underground faction, called the Islamic Jihad for the Liberation of Palestine has claimed Steen's abduction. But Western and Lebanese intelligence services say the two groups are linked, operating under the umbrella of Hezbollah, or Party of God, Iran's main proxy force in Lebanon.

The Italian police and reporters who saw the pictures found with Ms. Rizkallah have said Anderson's picture appeared to be a reproduction of an old one released by the kidnappers in 1987. That of Steen apparently was taken off a video tape his captors had released of him.

Today's statement by Islamic Jihad said her photo of Anderson was a ''reverse print'' of a one they released on Aug. 2, 1987. The group has issued 13 photographs of Anderson since his abduction March 16, 1985. He is the longest-held of the 14 foreign hostages in Lebanon.

The statement was 22 lines long. It was typewritten in Arabic. To prove its theory of the reproduced photograph, the envelope contained an original copy of the old photograph of Anderson and a photocopy of a reproduction. The reproduction looked identical to what was found with Ms. Rizkallah.

Anderson, wearing a bushy beard, appeared in the original photograph looking straight into the camera with the head slightly inclined to the right. In the reproduction, the head appeared inclined to the left.

''The Italian government is held responsible for publishing all the details about this case. It is also accused of complicity with the so-called Aline Rizkallah in coordination with the Israeli and American intelligence services until proven otherwise,'' the statement said.

''We renew our warning to all local and foreign (news) agencies against manipulating and trading with the photographs and documents which we attach to our statements and which we hope they will be published in full in line with journalistic honesty,'' the statement added.

Anderson, of Lorain, Ohio, is chief Middle East correspondent for The Associated Press. Sutherland, 57, a native of Fort Collins, Col., is acting dean of agriculture at the American University of Beirut.

In its statement on Monday, Islamic Jihad denied links with Ms. Rizkallah and claimed she was connected with the Israeli secret service.