When you see the above message "There are no results in our index for the specified domain/URL" for a target domain in Site Explorer, it means that our crawler has not found any backlinks for it yet. It is also the case that we have yet to crawl any pages from the domain.
It is also possible that pages having links to this website were considered as having low rating and therefore will not be crawled.
You may recheck in 1 - 2 weeks, as this period is usually enough for us to find and start reporting data.