Hello kylepaddock,
It sounds like your theme may not natively support menus. So you’ll have to add the menu yourself, name it, then carry that name over to theme where the menu is.
http://codex.wordpress.org/Navigation_Menus
In WordPress:
Appearance > Menus
http://codex.wordpress.org/Appearance_Menus_Screen
The simple of it: On the right side, create a menu and name it. On the left side, fill out a custom link and click add to menu.
The name you use, is what gets put into the register_nav_menus in the template.
Hope that helps… ~Chris