add manual links to the menu area

Hi, I was wondering if there was a way to add direct links to other websites in the main menu.

For example"
Home | About | link to other site | link to other site 2

when I create a new wordpress page, it is automatically added. But since I cant "add a link" and have it automatically show in the menu bar like adding a page, how could I modify the the theme to manually add links?

Thanks,
Josh