I've been toying around with SEOElite the product is pretty good but the support and customer service for it is the best I've ever had. All emails are answered promptly and they will even include your ideas in future releases of the program.
At the bottom of the main screen, there are 4 tabs. The far right tab says Check Links or you can click on F4.
On this tabbed screen is a button that says Check All Links. Click that and Arelis will verify all of the links that are linking back to you, as long as they have been entered into the Edit Site (F2) screen.
Arelis is pretty fast and you can have up to 16 connections going at once.