If you wonder what deep linking is I will tell you what deep linking is, deep linking is actually an URL not such as the usual URL www.yoursite.com but www.yoursite.com/list/index.php?sitemap or similar.
Deep linking gives you some advantages, which is that search engine robots will crawl inner and more important parts of your blog or site, this way your site or blog will get indexed better. Everybody linking to you will have a different link, that means it is a natural looking link.Not the same link get submitted over and over.
Many directories do not allow webmasters to submit deep links into their directory.
You can create different site maps let the bot crawl deeper into your site. Or you can use anchor texts which leads to a site map.
If you are a blog author you probably can not create site maps. This problem can be solved by interlinking, you just link a post with a older post, this way the search engine bots can crawl your entire blog. Your comment is welcome.