adding multiple pages inside a page

I'm not really sure what its called but I have a link exchange page and was wondering how do I get it to where after so many links are on the page (say 10) I can have a little button that says "next" and numbers like 1,2,3....Last . Are these actual new pages or what? Do I have to get the images for the word Next and such? An example of what I want is at http://www.moebow.com/acres-of-diamonds-p-652.html . at the top it says "Prev" and "Next" I want that except also with numbers so that if I have 20 pages or so you can just click page 6 for example instead of having to hit "Next" a bunch of times.

Check the downloads section, I'm sure there is a links manager Addons of some sort.

yep found it, thanks much.