When it comes to improve your ranking in web results then external link building is a different animal you need to tackle. You must encourage the creation of backlinks to your site from other websites; that is, links on other sites lead back to relevant content on your own website pages.
If you want to build external links successfully and without resorting to black hat tactics, you're going to have to dedicate a lot of time to posting links to social sites, finding guest post opportunities that allow you to publish links back to your website, leaving plenty of informative guest comments on other websites in your niche, and syndicating your RSS feed (if you have one). Make sure not only think social media marketing when building external links, you need to have different types of links. It is always good to have a blog or website in you niche link to you and you link to them, just make sure not have too many links to external website from your website, because that could lead to the Search Engine Spiders to believe you are using black hat tactics. The exact number is not sat in stone, and search engine companies always alter their algorithms, a safe bet might be not more than 10, if you have a lot more website you need to link to, well then use the nofollow link property, to show the search spiders that you are not actively building links to these websites.
(Try to ensure that those links are not nofollow. Links with a nofollow attribute are ignored by search spiders as a valid external backlink in the sense that your site doesn't receive "credibility points" from the search engines. You can still get visitors as a result of those backlinks, however, because people will click on them and end up on your site.
You have two websites "Website 1". PuzzleWebGames.com they offer free online puzzle games and "Website 2". PlayBoardGameOnline.com which offer free online board games. What these two websites have in common is that they both offer free online games, and board games and puzzle games are two categories that somewhat overlaps each other, i.e free online puzzle games. As they both don't compete for the same search terms, but are interested in building quality links to their content, they start building external links to each other. Website 1 are then linking to appropriate content on Website 2, and vice versa. Not only those these help both the websites rank better, it also helps them with higher ranking for certain keywords that where on the other website. In this case let just look at the URL, or domain name keywords . Building external links between these two sites will help Website 1, rank higher for the keywords play, board, game, online, as in turn will help them ranking higher for i.e. play puzzle game online, puzzle games online, etc. It also helps website 2 rank higher for search terms such as board web games, puzzle board games, etc.
As you should clearly see from my article, the process of building external links might be slow, but it eventually pays off to create some really good SEO.