“Why would another website place a link to my site on their site? “
It’s called link building. I would suggest that you sign up with digg, facebook, and other social sites and put a link to your site on it. Or ask people here to exchange links.
Do you have friends that have websites? ask them for a link
The theory is that google looks at links (and the words linking to your page) to find out what your site is about. If you have 10 links to your site about spiders, even though it’s about gambling, you will get hits for spiders