Continue More

have you read this?
http://codex.wordpress.org/Function_Reference/the_excerpt#Make_the_.22read_more.22_link_to_the_post

if this is for TwentyTen, then there is something in functions.php about line 250:

function twentyten_excerpt_more( $more ) {
	return ' &hellip; <a href="'. get_permalink() . '">' . __('Continue reading <span class="meta-nav">&rarr;</span>', 'twentyten') . '</a>';
}
add_filter( 'excerpt_more', 'twentyten_excerpt_more' );

otherwise, can you give more details?