Today, Rand looks at the practice of link farming. Link farming is increasing the external links to your site artificially. This could be done by creating multiple domains separate to your site, and then linking to your site from those.
There are many ways the search engines will catch you doing this however, and you will not get the benefit of those links. Many of the tricks you could try, like using different credit cards to purchase domains, have been seen by the search engines before. You are far better off spending your time and energy in using white hat SEO to better optimise your site.