Missed a step Oops: The very first step is to go to Dashboard-Appearance-Widgets, then move the “links” widget to the sidebar
Step 4: Go back to your own Blog.
Step 5: Go to your Dashboard
Step 6: Click on links icon (Looks like a little chain link)
Step 7: Scroll down to “Add New”
Step 8: Name – put in the person’s name of the blog you wish to put on your blogroll. Can be their real name or screen name.
Step 9: Web Address – Click in this bar and then Right click, scroll down and paste the web address (of the blog you just copied the link)
Step 10. Description – Put in a description of the blog (see my blogroll for example)
Step 11: Scroll all the way down to the bottom of the links page and select a rating (you do not need to put in all the other stuff) The links rating will put the blogger at the top of the bottom (10 is the very top of the blogroll) Roughseasinthemed is a “10″ rating on my blogroll for an example.
Step 12: Scroll back up to the top of the links page and click “Add Link”
Several bloggers have e-mailed me or commented asking this question. The above is how I have to set up the blogroll, but some bloggers have told me they do not have the “links” icon. So, if you do not have the “links” icon, I would go to the WordPress Help Pages and find the new way. I will add the link to this post.
http://en.support.wordpress.com/blogroll/ (Blogroll set up)
http://en.support.wordpress.com/ (WordPress Help Pages)