When on an actor's page, there is no way to attach a character page to a movie or TV show they have appeared in. The link button never appears. This seems to happen on all actor pages, but here is an example: Jerry Orbach.
Win 7 / Chrome
It could have been possible in the past but I just always remember it being this way. It's always puzzled me why we couldn't link an actor to a character from the actor's page though. I'm sure if @gpbmike is around he'll reply to this thread. Maybe he can clarify this for us.
Following the open source theme of the show, the Otaku King is now inviting everybody to join in.