a dumb question?

At the risk of sounding like a moron... what does an outside link to
your site consist of? I've been reading thru past posts and it seems
as if I need to get more links to my page but I don't really know what
that means. Does it mean that all I have to do is get my url listed
anywhere on someone else's page- like in the middle of a paragraph? Or
do I have to have an actual link? Does it have to be a page they made
from scratch or does something like "myspace" qualify? I'm the only
person I know that has ever made a web site and as you can see I am
very much a rookie. How else can I get links to my page? My url is
sdinstall.com if that helps you in your response. Thanks!