I haven't used that theme, but if the author uses the same technique as I do for links and shortcuts in the sliding menus, then this is how you change them.... (by the way, no need to hide them using the NO box in Relations)
If the links are "text Objects" just right click them and go to the States tab first. You should see in the "Appearance" section the name of the link you want to change, just change it to the name of the program or website you want it to link to. After that, go to the "General" tab, and either change the URL (if it's a website link) or the path to the program that you want it to open.
That's it really..... you can change the existing links using this method, or if you want to add a new one, just right click one of the existing links/URL's and click "Clone Object". This will create a duplicate of the link, and then you can change it to whatever you want using the same method described above.
I hope this all makes sense to you, if you don't understand, just let me know, and we'll figure out a better way to help you....like via MSN Messenger or something.
Good luck!