A huge part of SEO is building text links on external websites to build authority for your website. Search Engines will only believe that your website is an authority on the keyword you are targeting if many other sites link back to your site with the keyword you are targeting.
By linking to your site with a keyword, the external site gives it's blessing to your site for that keyword.
The catch is that the site or page linking to your site must be relevent to the page it is linking to. Apples to apples and oranges to oranges. You can imagine how hard it can be to find pages that are relevent to your site and that will let you place a link on them.
My answer to this is simple: Create articles that are relevent to your site, place links in the article with the right nchor text and publish them on sites that allow you to publish articles.
Here are a bunch of exmples:
Lottery Traditions