Upselling is done on the Modify Product menu, choose the product you want to add an Upsell link to as if you were going to edit the product entry.
Look below your detailed images and stuff, and you'll see a little area there to add "related" products for an Upselling link to the product you are editing.
I *love* the little box that makes it a two-way upsell in the one admin edit.
deb
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