Google recently launch a tool called "disavow links tool" which enable you to disavow links to your site.If you have gotten notification about “unnatural links” pointing to your site, then this tool can help you address the issue.

If you’ve ever been caught up in linkspam activity, then i am sure you may have seen a message in Webmaster Tools about “unnatural links” pointing to your site. Google send you this message when they (Google) see proof of paid links, link exchanges, link farm or other link schemes that violate Google quality guidelines. If you get this message, Then i  want to strongly recommend that you remove from the web as many spammy or low-quality links to your site as possible. By removing or deleting the bad links directly, you’re helping to prevent Google (and other search engines) from taking action again in the future. You’re also helping to protect your site’s image, since people will no longer find spammy links pointing to your site on the web and jump to conclusions about your website or business.

It's difficult to find the unnatural links and then remove all of them, Here "Disavow Links Tool" help you. When you visit Disavow links page first time you’ll first select your site.

You’ll then be prompted to upload a file containing the links you want to disavow.The format is straightforward. All you need is a plain text file with one URL per line.
One great place to start looking for unnatural or bad links is the “Links to Your Site” feature in Webmaster Tools. From the homepage, select the site you want, navigate to Traffic > Links to Your Site > Who links the most > More, then click one of the download buttons. This file lists pages that link to your site. If you click “Download latest links,” you’ll see dates as well. This can be a great place to start your investigation, but be sure you don’t upload the entire list of links to your site -- you don’t want to disavow all your links!