Use Yahoo Site Explorer to get a better (and maybe more accurate) picture of whether your links are indexed. Google takes forever and it doesn't reflect all your backlinks. https://siteexplorer.search.yahoo.com/
Just wait. You can try backlinkwatch.com and yahoo site explorer to see if your link is totally indexed. To expect that you will see your backlinks on Google Webmaster Tools, because this tool can't show all your backlinks that is indexed.
All of your the links will not be counted, google has it's own algorithm to measure which links are spontaneous and which are spammy!!!