back links to your web site is one of the most important factors that affect your Page ranking and your ranking in the search engine results.
 

Note that many non-relevant links to your web site keyword may harm your ranking because search engines will figure that you are trying to game the system which called link spamming.

The first and most important step is to submit your web site to web directories and specially DMOZ and Yahoo directory which allow free URL submission.

The Second step is to write articles and be sure to insert your signature at the end of it which will include your web site URL.

Third option is to find web sites that is related to yours and write to their webmasters a good polite email offering them a link exchange to your web site.