- Make sure that your most important pages are linked from all of your other pages. - If you are using graphical, Java Script or Flash based navigation and link buttons, then create text links on the bottom of all your pages. - Try to include keywords in your text links to your internal pages. This will tell the search engines what your pages are about.
The internal linking structure of a web site are determines where link juice goes internally, ultimately affecting which areas gain higher rankings in search results. The more links there are to a page, the more link juice it is capable of passing around internally.
As far as I know very high importance has the first link found on any page. So if you want to tweak internal linking make use of the very first link you place on your page.