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Well, the main menu is built by the XOOPS modules installed. Since you need to get an external to XOOPS application linked in, your best bet is creating a block to go right above or below the main module and you can link to anything you want.
There are other ways to do it, but this is the way I would recommend.
You can also use MultiMenu or other menu addon, These usally allow you to add other things in even if they are not a XOOPS module.
Hope that helps,