Is a backlink to your blog the same as to the main site?

I asked someone with a very nice page rank 5 site if they will add me to their blogroll. They have really a lot of articles so I was excited when they said yes. The link they added though was to my blog which is domain.com/blog. Should I ask them if they could point the link to my main site or will it be just as effective pointed to my blog since I link to my main site in the blog?

To your main site would probably be best. However, it depends if you're trying to rank your main site or your blog.

Is the blog link in anchor text for a keyword your targeting?

If so I wouldn't worry about it too much.

I'm not looking to rank my blog. I am using it for backlinks. The link on their page doesn't have anchor text. I asked for it to be pointed to my main site with my anchor text but they did something different. I am thinking about asking again. I don't want them to decide to just pull my site altogether though especially if there is still quite a bit of value with it pointed to my blog which is pointed to my main site. Sounds like it isn't much value.

point it to the main site if you are not trying to rank your blog.

See, when you are saying you are getting backlink form a website, this means you are getting backlink from webpage (we link webpages not domains).

There is no harm in linking to the blog section. Because if, somehow, you convinve them to link back their main page to your website, that would be irrelevant and less valuable than the backlink from blog.