Most search engines track links pointing to you to calculate your position

To gain a higher position in search engines, you need more inbound links

There are several ways of accomplishing this, but one of the easiest is to swap links - using a Link Exchange

Many of these link exchanges are free - but most of them are limited to 5 link requests a day. Even so, if you join a few, you will get alot of links pointing to your pages in just a short amount of time

You can keep track on how many inbound links you have by typing "link:www.sitename.com" in any search engine, but MSN Search seem to find all links very fast

A good way of getting alot of links without ruining yourself is to join all - choose which one you like best and gain full access to that one.
But, keep using the free ones aswell

While one link exchange will be better than none, joining them all will bring that pagerank and SE traffic up alot faster -