How can I have a RSS of new sites that link to mine?
I would like to know which sites are linking to us.
Is there any way to do that?
When somebody clicks from another site to your site via a link, the browser usually sends you a referrer header that tells you that they came from an external source. You can see these in your log files. Most analytics software will give you are report on these as well.
You can use google for that, simply write
link:yoursite.com and google will give you the pages/sites linking to your site in the results.
Search Engines like Google are providing tools, may find this useful.