1) Write an article or two which contains a few links, submit these to article directories and places like digg etc.
2) Submit to directories, both general and niche -
http://info.vilesilencer.com provides a very good Search Engine Optimization list and there is always
http://www.directorycritic.com. If you have the money submit to some of the more popular paid directories such as alivedirectory.com and avivadirectory.com.
3) Add a signature to every forum you post to, this will gradually build links.
Thats just a small sample of what you can do...