Sorry I read your post to quickly earlier and completely incorrectly answered your post
Those links under the search results are called SiteLinks, check out what Google has to say about them here. If you do a search on them here there are tons of how-to's.
SiteLinks are automatically created by Google, as and when they think it is appropriate, and will help their users. The best you can do is arrange your site in such a way that it makes sense to the GoogleBot.
Very interesting topic and I'm very curious as to what criteria the Google Bot uses. Does anyone have an example of where they've successfully managed to achieve this?