I have to agree with Alex in some extent too, so his is an actual answer. OSE does not have an index as large as Google/Yahoo's. If you're looking for a slightly more accurate up to date listing of your links, check out Yahoo Site Explorer.
If the links are remaining up (assuming you've built links that wont get removes) they will show up in OSE eventually, however it may take a while for lesser known domains to appear in OSE's index. Try looking in OSE at your competitors backlinks and going after those, that way when it does re-index OSE, at least you'll be able to see that .
Hope this helps a little?
Aaron