This is a stand alone program, it doesn't use yahoo or any other 3rd party services. Check it out, works for me and for others like it seems from this thread.
Search in google for "Scrape Box Link Cheker" - the first result is the right one.
scrapebox / free-link-checker - or go directly here to the bottom of the page. You can download it for free.
And lets clear one thing -
this is not for checking if the links are indexed, this is for checking if your links are live or not.
So maybe I didn't understand the question of the OP the first time
uch: Sorry for the confusion.
For example: if you use a software to blast some sites, you get a report of the links that are made. Then you can put this report with your url in the SB link checker and check the success rate of the software.
I hope that everything is clear now
If you want to check what links have been indexed I use: backlinkwatch - search it on google
Or you could add your site to google webmaster tools and wait a little time and you will start seeing all links to your site in the webmaster control panel.
I don't think this works anymore, because it used yahoo site explorer and that no longer exists.