Inserting logout link into Montezuma

I wish to add logout link into the header, but I'm having problems:

1. Adding <a href="/wp-login.php?action=logout">Logout</a> redirects to a page asking to confirm logging out (undesired)
2. Adding the usual <a href="<?php echo wp_logout_url(); ?>">Logout</a> into header subtemplate doesn't output the actual logout link

I know that I could create a widget and use that to output the logout link, but that feels a bit like joining the marines just to learn to fold the underwear.

Any idea how to create a simple logout link? Is it possible to create an extra php file and call it from a subtemplate or something like that? If so, what would be the steps?