1. A method for use on a computer system with a memory for incrementally linking a user-modified part of a computer program with previously compiled and linked parts of the computer program, the computer program being comprised of source code stored in the memory and the method comprising the steps of: (a) receiving into the memory a user-created model of the computer program, the model comprising an ordered collection of components, each of the collection of components having a source code property referencing a portion of the source code in the memory, an object code property specifying a portion of the memory and client information identifying others of the collection of components which must be changed when the each component is changed; (b) compiling and linking the source code portions in each of the collection of components to store executable object code in the memory portions specified by the object code properties of each of the collection of components; (c) modifying a first portion of the source code in response to a user request and identifying one of the collection of components having a source code property which references the first source code portion; (d) accessing the client information of the one component to identify others of the collection of components which must be changed and; (e) concurrently compiling and linking the one component and all of the other components that must be changed to store new executable object code in the memory portions specified by the object code properties of the one component and the other components identified in step (d).