Adding menu support

How can I add menu support to my theme that doesn’t support menus by default?

This is the menu code in my theme

<?if(get_opt_or_default('showrand')):?><li><a href="<?php bloginfo('url');?>/?do=random"><?_e('Random',TD);?></a></li><?endif;?>
        <?php wp_list_pages('title_li=&sort_column=menu_order'); ?>

Can someone explain to me step by step how do I add a menu so I can use the ‘menu’ in my admin panel? I would also like to be able to have drop down support.