A ‘natural’ link structure refers to the mix, and type, of links apparent in your site. The search engines will be suspicious of any sudden addition of large quantities of inbound or outbound links for example. This tends to indicate spamming techniques such as link stuffing as part of a link farm or such like. Instead, the search engines are looking for organic sites that have developed naturally over time and characteristically contain an honest mix of inbound, outbound and reciprocal links. Generally, this process takes a long time and can be fast-tracked in certain ways, but it should always mimic a structure that appears to be a natural result of long-term site development. You should also stay as close as possible to your ‘theme’, keeping links tightly focused on your genre or subject as possible in order to be considered more relevant by the search engines.