SEOLair - 6:25 pm on Aug 2, 2010 (gmt 0)

When you mean the links are not indexed do you mean:
1. The link itself does not show up in GWT, link:, or by other means
or
2. The page where the linked is placed is not indexed?

Aside from Google only showing you a sample, use the site: operator for the page where the link is placed. If that page is indexed then your link is also being indexed. This is true unless the cached version of the page is from before the link was placed.

I'm new to the forums but I hope that helped.
-George