In the links .def file (accessible from the ADMIN - edit -> tables -> update) you want to change the weight of that field from 0 to 1 or some other non-zero number.
Thanks to everyone for helping me with this one.. I really should have read the intro text on the 'edit table def' page (of course I notice it there after i've got it fixed ). Thanks again, my site is now running very nicely with LinksSQL (although the index takes a while, do i have to re-index each time i add a link?)
No! You only need to re-index if you change the weights again, or you manually import some data. Any adds/changes done from the admin update the index automatically.