Those links are called "Sitelinks". Check under links in Google Webmasters tool for the section Sitelinks. Take directly from Google Webmasters tools: "Sitelinks are additional links Google sometimes generates from site contents in order to help users navigate your site. Google generates these sitelinks periodically from your site's contents. Because we generate sitelinks dynamically, this list can change from time to time."
I found these sitelinks are given to the authority sites. If you make your site a authority site then that would be added with your site.
You need to have a reeealy good site so that google generates sitelinks for you. Good luck trying to achieve that.