When I link to a another post in one of mine, is there a way for it not to show up in that entry's comments? Very small, new blog at the moment... I honestly just don't want all the exposure from being in a big blog's comments
It sounds like you're talking about a pingback. You can disable it from Admin|Settings|Discussion. Uncheck
Attempt to notify any blogs linked to from the article.
Or, you can do it on a post-by-post basis under "Discussion" below the post you're creating/editing. You might need to enable "Discussion" in the "Screen Options" menu at the top of the page.