I need some help with backlinking

Hello all, im new to backlinking and new to making a website succesfull.

I have read alot on bhw and I started to follow some tips and tricks.
I want to know how how people make a clickable link of their user name.

example:
http://blog.womenshealth.northwestern.edu/2012/06/therapy-by-smart-phone/

The blog commenter "Piet" and "heartbridgeretreats" both have created a backlink to their own sites. I wish to do that aswell, can someone explain me how to do this?

Thanks