I know this is way late as a reply, but I just had the same problem with my page.
Go to WP Admin > Presentation > Theme Editor > header.php
In the body section you will see a \<div id=”menu”>\ tag followed by a list tag.
This will include a code that writes the Home link to the header, followed by a piece of code that dynamically adds links to this header.
<li <?php if(is_home()){echo ‘class=”current_page_item”‘;}?>>/” title=”Home”>Home
<?php wp_list_pages(‘title_li=&depth=1&sort_column=menu_order&include=4,30,53’);?>
The 4, 30 and 53 are the pages numbers that I added, yours will depend on which pages you want to create links to.
They will be added in an alphabetically-ordered list.
Hope this helps