To administer menus go to Administer>Site Building>Menus
Add a menu
This creates a new menu Block. Once created, you can edit other menu items to appear in this block or create new menu items.
By default the block is disabled, so you won't be able to see it. Go to Administer>Site Building>Blocks to enable your menu block.
Add a menu item
Click the 'add menu item' link.
Title
Give the menu itme a title. Don't make the title too long or it may break your theme. Always try to put an 'action'in the menu. For example instead of 'Documents' put 'Read documents'
Description
This shows text when you hover the mouse button over the link. If you wish to adhere to accessibility standards, put in a description of the link. Again make your link description sensible. Instead of putting 'Link to item' put 'Heres the items about drag and drop in Drupal 6'