Creating a box with a list of links

I am a newborn Drupalite, just 3 days old. Have been able to install the software and create few contents, setup the site and create menus. My next task is to create a box (don't know what to call it) just the one you see to your right on the Drupal site (Create Forum topic page); it has "Contributor links" heading and list of links such as community initiatives, My issues, etc. Once created, how can I make it appear on the right hand side of the page as it is on this page.

Thanks for yoru help.

MG