this is likely to be theme specific, check sidebar.php of your theme.
or post more details here, such as the name of your theme.
Hi
Might also be in the footer.php; thats where those links normally are.
Use a child theme to make changes
http://themeshaper.com/2009/04/17/wordpress-child-theme-basics/
Hover over the links and see where they are pointing (ex: contact us might go to /contact-us). Create a page with that same slug, OR edit the theme to change the link to something else.