In the Backlinks tab, you can choose how your backlinks will be selected. You can pick either SEOmox Top-1000 URLs or blekko SEO Tools. Blekko's web service requires you to sign up free of charge. Simply click on the provided link.
TIP: Backlinks from Google Webmaster Tools can be imported as well. When a project is open, go to the Backlinks List and click on the lower part of the Retrieve Backlinks button.