Don't know if anyone mentioned SEO SpyGlass - it's a commercial program, quite detailed, checks backlinks, competitor's anchor text, etc. But it's free if you just want to check Yahoo, they charge you for the Google functionality I am not affiliated with this tool by the way, can't even say for sure if it's what you need.
what's the point of tracking the number of links to your website if they can't even possition it in top 30 let's say in google? quantity of back links is totally not imported, but the quality of the sites that point them to you.