I was under the impression that it meant the site could be hard to navigate. Meh... guess you take it how you will.
They do it to websites which they believe are very good, they do it to popular websites and link to what they think are the main pages. It's quite good, because it means you get extra links to your website
And they are called sitelinks officially by google. Our process for generating Sitelinks is completely automated. We show them when we think they'll be most useful to searchers, saving them time from hunting through web pages to find the information they are looking for. Over time, we may look for ways to incorporate input from webmasters too