(yeah, it's from Fifty-Two Stitches, not that I'm suggesting you tag that particular book)
Simply click the little box next to each term to add your vote. You can also add new tags (there's a little box below the list). The more tags (i.e., number of instances of a particular tag), the higher a product will appear when someone searches for that tag. It's the Amazon equivalent of placing a book in the front of the store. When I managed the book department at Hastings in Lawrence (we sold books, music, and video), my job was all about "real estate". The books on end caps and up front sold better because of their visibility. That should be obvious, right?
So you want to help the small press? Tag the books. Do anything you can to help increase the visibility of books, magazines, etc. that you enjoy.