Well i took a look at your site's link metrics using majestic seo and it looks like you have some pretty limited link metric's for your site currently. Chances are you aren't seeing an error with OSE or Google's PageRank, you just simply don't have enough back links yet. (No worries though, there is always room for improvement!)
Remember it takes OSE around 2-3 months at times to notice new links if they see it at all. I would suggest using someone like majestic or google's webmaster tools to measure the amount of links as you start off.
As for how to build your links, here is a great place to start: http://www.seomoz.org/pages/search_results?q=link+building
Good luck - Kyle
