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What do you mean by modify? do you mean the style/look of the links? if so look for this section of code in your themes style.css
#mainmenu a
#mainmenu a:hover
#mainmenu a.menuTop
#mainmenu a.menuSub
#mainmenu a.menuMain
and you can modify the css to have different colors, etc.
If you mean modify the names of the links goto system admin>system option>modules and there you can change the name of modules and set there weight within the main menu. you can also instlal a module like multimenu which allows you to link to specific pages in your site rather than just module pages.
