Links

Your Links are called Links in the dashboard.

However, when you open that Link link, you find that the links are in a category called Blogroll (blame the American dialect)

Open up the dropdown box and you find Link Categories

Create a category for your links so that they're not stuck with the puerile 'blogroll'.

Let's take a look at a working WordPress again. Granny has chosen the word 'Picks' for her category name

Just remember that when you add a link, be sure to add it to the correct category

Go to Links - Add New

Write in the Name of the link, the Web address (don't worry about the description), click the box for the category you want.

Don't forget to hit the blue button Add Link