One less-talked-about use of programs for SEO is for indexing. Some links you build may not get quickly found by Google and Bing, and some may never get found at all without a little nudge. What you need is some sort of software or product to help get your links found.
The best way to get links indexed is to simply build backlinks to them. This can be done in many different ways. There are products specifically made for this like Backlink Energizer and many monthly services like Linklicious that charge you to index your links. All you need is to get the search engine spiders to the page with your link and they will crawl it = indexed. Once your backlink is indexed you will then receive credit for it which will in turn help your rankings increase.
When it comes down to it, your links should probably get indexed on their own in the first place. Links that don’t get indexed are likely on pages that don’t get crawled too often. A page that doesn’t get crawled that often is a sign that it is relatively unimportant in the eyes of Google and the other search engines. Try to build high quality backlinks to your site that will help your rankings and get found on their own before considering the use of software for indexing your links.