Hi Kevin, if you have paid for directory entries on sites promoting businesses like yours, you should receive a backlink. The link may be on the page on the site but if this page is not indexed by Google, the link will not show up as a backlink for you.
You could check whether this is the case by typing into google search site: then immediately the url of the page where your link appears on the site.
If google returns no results for that page, you could contact the siteowner to ask what he is doing for his money - since he should be promoting the page. If you only put the links on very recently, give it a little time before doing so.
You could submit the site page url where your link is to pingfm which should help it to get found by the search engines.
You could build some social bookmarks back to the pages where your links are as well.
You could also build some more links to your own website by social bookmarking, blog commenting and even article marketing.
If you need some help with this, please contact me. I am in the UK too and happy to help. You may find that building your own backlinks is the most effective and least expensive option.
Also it does not appear that you have claimed your free google places listing? Please correct me if I am wrong but I definitely think you should take up this option.
All the best, Alison