SEO is about gaming the "page ranking" algorithm a search engine uses to rate your site against a given set of keywords. That is if you search for "puppy" the page ranking algorithm tries to ensure that sites "about" puppies end up higher (closer to the #1 spot) than sites "about" kittens. This is fairly complex heuristics, so your chances of doing much to influence your page rank are very slim unless you (a) cough up money so they make it a sponsored link; or (b) have a site with a very large volume (of traffic). Option (a) is equivalent to plain old advertising; and I don't know about others but for me I always ignore the sponsored links since they are hardly ever about what I am looking for anyways.
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