Look at the source code.
You need to create a Plugin with the hook location
mod_index_navigation then use something like this, (I took it from the index.php file in the ModCP:
PHP Code:
construct_nav_option($vbphrase['post_new_announcement'], 'announcement.php?do=add');
construct_nav_option($vbphrase['forum_manager'], 'forum.php?do=modify');
construct_nav_group($vbphrase['announcements']);
construct_nav_spacer();
I think the names of the functions are pretty self explanatory although they don't seem to be documented in API documents though

.
(If you haven't worked out ...nav_option its:
construct_nav_option( 'text', 'url');)