The easiest way is to edit all the necessary files, so the controller admin/controller/common/header.php - add the link name and link action, language file admin/language/<THE_LANGUAGE(S)>/common/header.php - add the name records, admin/view/template/common/header.tpl - add a link to the menu link, where applicable.
It's a little harder to do the same with the vQmod extension ...
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