You can also check in Google - link:your competitor Url and also Back link watch its really nice site to find back link.
The information you get their is insufficient. Rather use yahoo for that. search yahoo by linkdomain:your/compatitors-domain .
It is not a big deal at all. There are a number of sites which can give you information on this front. BacklinkWatch and iwebtools are the two sites which i personally use for the purpose...