Looks like the problem is more serious, as I estimated. My website is closed by the provider. He’ll try to restore the files from a backup and fix the exploited files. Looks like the exploit is downloading a virus to the client PCs and infected some other websites. Anyway take good care before downloading themes from outside wordpress.org.
Go to the Links-page of your Dashboard. Choose “Add New Link”. You can choose the link for your blogroll or navigation.