Every website needs to have a theme, and to help create a theme the site should have permanent backlinks.
Basically a backlink is a hyperlink that points to your website from another website. The text that is displayed on a hyperlink is called the 'anchor text', and this is the phrase that the search engines will associate with your website.
Here is an example. If I wanted my own website to be popular for the phrase 'kitchen appliances', I would try to get other sites to point to mine like this: kitchen appliances.
The other important thing about link exchanging, is to try to make sure the site pointing to yours is about the same subject. The link I have placed just above won't mean an awful lot to Google, as this site is about Website Optimisation in Sheffield, not Kitchen Appliances!