The whole internet is built on the interlinking of web pages. Website are linking to their own pages, and to other websites pages. Search engines are taking these links as votes. If a webpage links to another one, it means that its content is valuable regarding the page subject.
I still see a lot of webmasters who are creating links using the text “click here” or “this link”. While this may not seem as a huge issue, from a Search Engine Optimization point of view it can have bad consequences. The anchor text gives information to Search Engines about the content of the target page.
For example, if you were to link to Dukeo, I would prefer you that you use the text “make money online” rather than “Dukeo” because it will give a positive boost to my Search Engines Rankings for this term. This a simple step you can use when linking to other people websites as well as when you link to the inner pages of your own website.
Remember that you should link to other people the same way as you would like them to link to you. To receive you must always start by giving!