you dont have to use software, just type in google search: link:http://[put your website domain here] and you will see if you have any
I would recoomend you to use Google Webmaster Tools & Yahoo Site Explorer. Information from trusted sites.
I noticed that google webmaster shows less links than yahoo explorer... I wonder if google only shows the links that "count" ? (may be it ignores certain ones, places in complimentary index?)