Sorry, no linking. On the PC side you open the serial port and send characters to it. On the arduino side you read one character at a time and parse it per your application.
Lots of examples if you search around a bit.
Be aware it's necessary to delay a short while after opening the serial port to allow the arduino bootloader to time out. 2 seconds is usually enough. Otherwise the bootloader will swallow what you send and your program will appear to do nothing.
-br
Edit: If you want a ready-made receiver on the Arduino side you might check out Bitlash: http://bitlash.net