SeoMoz says I have no link, when I know I have. What's going wrong
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I know I have backlinks to the site, they are not showing up on SeoMoz. I've only recently started the account. Can anyone help?
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Remember that SEOMOZ simply crawls the web, parses that crawl, and then updates its index. If these were recent links, they might not show up yet. Also, according to Rand's blog, the index has shrunk for some technical reasons. They are working on fixing them.
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SEOMoz doesn't crawl the whole web.
SEOMoz find new links every 4-6 weeks on its recurrent spidering paths around the web.
It now shows a link for me that has dropped out - with present technology vs practicalities business-wise it can't physically go real-time yet

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Also, if your site is brand new, it won't show any links. Usually, by the time SEOmoz comes out with a new index update, it already at least a month old.
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In the blog post that Highland mentions it says that the latest index consists mostly of crawls done in May, so any linkbuilding done after that won't be showing yet.
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As mentioned you may need to wait a little while for the index to update.