Well, if you are making the links in html it would look like this:

<a href="http://www.YOURURL.com/">Anchor Text here!</a>

If you are commenting on a blog it would generally be the "name" field.

If you are bookmarking it would usually by the "title" field

In HTML:
<a href="http://www.yourdomain.com">your anchor text</a>

On wordpress and most forums all you have to do is highlight the text you will like to hyperlink and click the link tab and then fill in your url/domain in the pop-up box that opens after you click the link tab.

When commenting on a blog the anchor text is pulled from the name field.

If all else fails - Google it, and you will find step by step tutorials and even videos on how to do it.

Read this forum and interesting / informative blogs to figure this stuff out....I think this has been covered a few times....but essentially, it depends on the CMS (vbulletin code is different from standard html or wordpress code.)

Thanks guys!! I got it!!!

Looks like you managed to do it in your signature file.

Other than that you can not control how other people link to you. One way to help though is by picking a keyword rich domain that describes your business and making sure all your Title Tags match your content. So when you get scraped the "right" keywords are automatically in the anchor text.