Creating links using a blog problem

Hi everybody. I need some advice concerning link building.
Recently I?ve created a wordpress website and a wordpress blog for linking purposes. On the blog I?ve created my first post and I?ve added 5 links pointing to different pages on my website. After a week or so I?ve checked sites like PageRank or Alexa to see how many external links are pointing to my website, expecting to see the links specially created on my blog. I found only 1 link pointing to the home page of my website. So what have I done wrong? Why only 1 link is showing?