Useful Links

Have a look:
you need to set hook for getMemberLinks event.

Create or edit amember/application/configs/site.php

PHP:

<?php

function gmlCustom(Am_Event $event)
{
    $event->addReturn('My Custom Link', 'http://www.yoursite.com/customlink/');
}
// add our custom handler for getMemberLinks event
Am_Di::getInstance()->hook->add('getMemberLinks', 'gmlCustom');