When dealing with seo, there are two things you must take into consideration.  Your page needs to be properly optimized for the keywords you're targeting, and your page needs to have links pointing to it from related pages.  In addition, to maximize the worth of your link, make sure the text portion of the link is related.

For more information, check out the article I wrote that explains how links affect search engines as well as this article on link strategy.

Without knowing the basics, you can spend a lot of time with very little ROI.  Happy Link Building!