WordPress allows their users to host multiple independent site. This feature is called ‘Multisite’ and it also allows WordPress users to share settings, content, and code between websites in your network.
When you want your readers help navigate through your network of sites, your in tough luck because MultiSite does not offer such feature. You either get a plugin to do it for you, or better yet make your own WordPress navigation menu by just copying and pasting this code snippet in the functions.php of your WordPress file. It’s faster, easier, moreover, you will know what this code actually does.
Read full article here: http://www.wprecipes.com/wordpress-hack-how-to-build-a-network-navigation-menu