1. Why would someone want to exchange a link with your site? The main thing is in two words: QUALITY CONTENT. If your site has nothing fresh or important to present, why would someone want to link to it?
2. Links from websites related to your own topic or theme want to be obtained. If those in your own part think highly enough of your website to link to it, what does that say?
3. Getting a link from a main directory or high ranking website can be more important than say 20 links from smaller sites (even in your own area). Again, if a big name player gives you a link, what does the little man will think?
4. TIME--it will take time so one should be patient.

Creating links to your website is a great promotional tool and mandatory for any website to be successful. The network of links that you generate will help you website succeed, but it also is critical for your search engine rankings.

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