This trick to create this, is not using the header that most wordpress templates include. I suggest the Weaver 2010 theme, it has several sub-theme, including twenty ten. With Weaver 2010 a few of the sub-theme don’t have headers, but if you like one that does,there is an option that you can select to hide the header. Of course you can go into the Editor and remove it there also, but being a novice I’d suggest Weaver, however I’m sure there are other themes that don’t have headers or you can opt out of them as well.
Now you can create the header with as many link as you need because you are creating it in your page html. Just past the html into each page you want that header, this way you can have a different option on different pages if you want!