WordPress introduced custom menus since version 3.0. This helps beginner to arrange and organize their menu more effectively and easier. This built in WordPress custom menu allows you to create your very own set of menu and associate it with different menu location (provided your theme has a few menu location: such as top and bottom).
WordPress menu is something very useful if you do it right. However, WordPress menu may not be that user friendly in term of interface. Here is some walk-around and how to.