Another useful WordPress plugin roles off the production line. LJ Custom Menu Links allows you to add custom links to most WordPress themes. The best part is that it does it without requiring you to make any code changes to your theme.
The plugin has a admin configuration page that allows links to be added, edited, and deleted. Each link has properties that control if it will be displayed depending on user status, you can also control the target of the link.
Download LJ Custom Menu Links.