Menu in theme problem

http://img28.imageshack.us/img28/9817/60408828.jpg

I have a problem with that menu show in red . I can edit it . When i try to make a new category it post it in that menu too . How can i edit it to put what post i whant in that menu ? I tryed making it for more then 2 days but i have no answer .

Please help me with this .