WordPress 3.0 comes with support for custom navigation menu. The new feature is a good way for you to add navigation menu to your theme with little configuration. Best of all, it allows you to administer the menus from your dashboard. No longer do you need to tamper with the code to add/remove items from the menus.
Now, unless you are using an updated theme, chances are, your old theme does not support this new custom navigation menu feature. Here is how you can modify your current theme to support the menus feature.