|You have to interest other sites in providing links to your site ("backlinks" for you). If you have something in common with their site (subject area, geographic area, etc.) that might make a link from you to them advantageous for them, email their webmasters and ask to swap links.|
Be aware that getting your site listed on a "link farm" (a huge collection of unrelated outbound links) won't help your search engine results, and you may even be penalized for being there. Google et al. look for "good" inbound links from "related" sites. Don't bother paying any money to get listed -- all those are just link farms.