Here is a way to get a private email alert sent to you when a new link to your site is found. This is a "how to article" I found that I thought many webmasters would certainly enjoy and benefit from! Article Source: EricWard.com
Google doesn't display most of the links for your site (unless you verify your site in Webmaster Central). Even if Google doesn't display the link, it still counts, though.
I'm not sure what you mean... I think you're saying that you will not be alerted unless the link shows up in the Google query link:www.site.com, right? You can also do the same with yahoo and msn although if your link never shows up in any search engines it's not going to help you with seo regardless.