WordPress has a really cool custom menu feature that allows you to manually insert any number and combination of Pages, Categories and Links... but not Posts. But I've found a way how to get around this...
1. Convert the Posts you want to put in the custom menu to Pages with this nifty little plugin
2. Now that you Posts are Pages you can make them into a custom menu
3. Convert the Pages back to Posts with the same plugin
4. Bingo! You now have a custom menu that link to the single Posts!
5. As an added bonus the Posts title in the menu also automatically updates itself, unlike normal (http://wordpress.org/support/topic/388280?replies=3)
How cool is that!