I'm taking my first foray into theme writing today, and while some of it is going okay, I'm stumped on how to change / override the $menu variable, so that instead of
"You are logged in as Admin User (Logout)"
it returns something more like :

with the links seperated out into images.
There was a thread that suggested looking at the Theme Description, with a link to the docs, but that was from 2005 or so, and I can't see the description documents anywhere!
Ideally I want to keep any changes or code within the theme itself, and if at all possible I don't want to modify core code.
Please help!