Build links as you would with Google. Bing also places more emphasis on keywords in heading tags and page titles as well as exact match domains. Also places more significance on site age (which unfortunately you obviosuly can't do anything about unless you buy an old domain name!)
As long as Search Engines are concerned, most of them follows almost same methods in ranking websites. So you can build links for Search Engines as a whole. While bing is a bit slow in indexing, so your website will get the power gradually as all the links are indexed by their spiders.
Create link clusters within your blog A link cluster is a group of links that you can point at a post or page to improve its search engine ranking.
Bing more focus on on page so do the great on page for your site with update proper meta tags and unique content. And Generate only quality backlinks.