Cross linking refers to the process of linking between two sites. Whether or not they are owned by the same person. It allows users to reference sites with content similar to that which they are already viewing, and may be of further interest to them. Make sure each site has unique, original content. While this may seem obvious, it's important to make the sites different enough so that it at least seems that a user could learn something new or different from the other site or "penalties" may be assessed.