Unfortunately the tools used to do this don’t always work perfectly, but a few simple ways to check the links to your site are:

Checking your links on Google:

link: yourdomainname

example:
link: ibcscorp.com on google

Checking your links on Yahoo: (same way)

link: your domain name
example:
link:ibcscorp.com on yahoo

This is very trivial perhaps, but on Yahoo, if your site hasn’t been crawled or indexed or has no results, then you will get an error message. This will in turn give you the opportunity to submit your site for free to Yahoo. You have to have a Yahoo ID to do this it is kind of a pain.

This will then put you in the cue to be crawled by Yahoo. I am sure if you wait long enough it will happen anyway, but if your site is new this will help speed things up. Even still they say to expect a delay of several weeks before your URL is crawled, unless you pay them 299 in which case they will do it in 7 days.

Checking your links on Bing.com (was MSN.com) is again the same thing.

link: your domain

example: link:ibcscorp.com on bing

Like Yahoo, if the page isn’t found, it can be entered at this point, again it may take some time for it to be indexed.