What is the proper format for those variables?  I've tried to set them
several different ways:

http://www.sitename.com
index.html
"http://www.sitename.com"
"<a href='index.html'></a>"

But nothing seems to change in my exported files.  I've also tried setting
them through the org file's local customisations (#+LINK_UP, etc..)

The variable description that I found in emacs help says:

Documentation:
Where should the "UP" link of exported HTML pages lead?

Is there another help section I can use that would give me an example of
proper formatting?

Thanks!

-- 
Kyle Sexton