Be sure your link is not in <noindex> tag and is shown on a page without any use of Javascript, frames etc. Besides, this link can not be found if meaning of the tag's attribute for href <a> doesn't follow the standard described in RFC1738 (e.g.: unnecessary free-space before site-URL).
And also check Alexa Rank, Google PR.
«CS Yazzle helps analyzing approximate budget for Yandex-promotion by different queries. This module quickly and just in the aim estimates complex level of promotion for any query by analyzing links' texts from main site-pages, the ability to find them in…» →