Is there a way I can find all the links I have created which point to a particular page?

I know when you delete a page, you get a message saying "There are x-number of links to this page, which will be removed" (or something to that effect).

I don't want to delete a page, but I do want to see how many links I have pointing to it, and where they are.

This tool will help.
Xenu's Link Sleuth

Thanks! Xenu's Link Sleuth will definitely help me after I get my website published.

However, at the moment I'm still composing my site using VSD and it's nowhere near ready to publish. I was hoping VSD itself had a function that would help me find links pointing to a given page. Sounds like this is not an option, though.

Actually you can use it before you publish your site. Preview your site as you normally do then copy the address in the address bar of your browser. Now paste this into the url box for Xenu. There's also a local file browsing button right there to the lower right of the address bar that you can use to find your index page.