Tiggerito - 1:55 am on Jan 6, 2012 (gmt 0)
Google on provides a small sample of links publicly
Yahoo recently shut down providing link data
I didn't think Bing provided any backlinks publicly
AltaVista is no more
I haven't checked Blekko recently
So don't expect much from that tool.
Your best bet is to register as a webmaster with Google and Bing. They will then provide you with more detailed link reports.
Or you can pay for data from sources like Majestic SEO (free if it's your own domain).