In their Guideline's Google are specific about not creating multiple domains (a lot of sites do it, but given they are againt the quality guidelines, you run the risk of a ban ... if you get caught). What you are doing is called SPAM.
www.pembdirectory.co.uk and
www.pembrokeshirelinks.co.uk seem to be exactly the same and you may have been hit with a duplicate content penalty.
The only way the the other URL's can rank well is if you get links to them ... you are better off getting those links to your main page.
My advice is to get permamanet 301 redirects from each URL to the main one (Google recommend this) and forget about promoting the others.
CBP