As with all new menu items, go to Menu Editing mode on your fat client, navigate to the appropriate Task View, expand the tree until you see the subdirectory where you want to place your menu item, right-click and choose Add New Task.
This assumes you are using Solution Explorer and not using the OneWorld Explorer in Xe or ERP8.
Young grasshopper, the path is long and threaded with beasts, flying fish and the presence of today... you can find the path thru the virtue of P9000....