Link Buying: Don't do it!
Recently, Google employee and Search Engine Spam fighter Matt Cutts wrote an article about buying links. In the article he points out that link buying violates the quality guidelines of Google and other search engines. That means that if you get caught, you'll be penalized by the engines.
If you want to build links, you've got to do it the hard way. Find relevant sites and request that they link to you. Don't ever, ever buy links or let your SEO buy links for you!
(By the way, link buying means that you paid someone to link to you. Even if it is through a "broker", chances are you'll get caught!)