you mean should the anchor text of your backlink match your title tags? I would say yes. I always try to match my keyword(s) with my baclink anchor text, title tags, h1, meta, etc. You should try re-wording your question... just a tip..
I wouldn't call it important, but it can't hurt.. theres a good post about this on searchenginewatch.com's forum: http://forums.searchenginewatch.com/showthread.php?t=9564 hope that helps