The syntax appears to be slightly different as Karen Blakeman notes. For a link command, you need to use +link:www.domain.com/filename and for a linkdomain command, you need to use +linkdomain:www.domain.com. Here is an example link domain command for this site:
Microsoft first pulled the link command features back in March of this year, and then told us it was because mass automated usage. It is because of that, it remained off for so long. But just last week I posted screen captures of the new Live Search Webmaster Portal which is suppose to give webmasters access to that data. Unfortunately, it did not give enough access to that data. So maybe this new command is the way they enable some webmasters to see this linkage data?
I have a feeling Microsoft will pull this command soon after they find the SEO and webmaster community using it rapidly.