link exchange is part of link building, others techniques includes:
* forum posting in related forums
* ads posting
* RSS Submission
* Directory submissions
* Viral Marketing with ebooks on forum marketing
* Comment Posting on related sites
* social bookmarking
* press release make it news worthy
I forgot to optimise your Forum for SE
* Avoid duplicate content - Multiple links to the same content can ruin your site in the search engine rankings.
* You should get active meta tags
* Get links to your content
* Avoid forum bloat by really thinking if what you want to do adds value to the site for the search engines and the visitors.
Hope this will help, i will join your forum soon cos an a Nigerian.