Oh no, not at all, that's spam. Sorry I just skimmed some steps assuming you would know what I meant.
Find related blogs and make intelligent good comments. You know, discuss the article or add a tip or ask a question. Don't do one liners or lame comments, they will get deleted.
When you comment on a blog there is a spot in the form to add your URL.
It asks for name, url and comments. After you post your name will be hyperlinked to your site.
And to be honest you don't want to comment on blogs JUST for links, you want to start building a relationship with complimentary sites so comment with care. People that visit that blog may visit your site or the owner might and if he likes what he sees he could blog about you someday or add a permanent link to your site in his sidebar.
Here's a good example. Scroll down to see comments. They are similar to a forum discussion. Then go way down to the bottom and you will see what a blog comment form looks like.
Wasting Idle Time - TFS 10 - ShoeMoney™