OK i am going to take you through a joomla tour, so sit back and enjoy.
Joomla Manages modules and does all the magic work behind the scenes using Menu as the only parameter.
Mastery of menu will give you a degree in Joomla![i donno if it has one]
http://docs.joomla.org/What_are_the_different_Menu_Item_Types%3F
the above link lists all the menu types available at your disposal.
I suppose you wanted to link a menu item to an external URL?[did i get it right?] and here is some info
External Link
Lets you link to an external site. There may be occasions where you also want to point to a link directly to a apage on your site.
Here is what you need to do to create a menu link to Google.
Step1: Login to backend, Menus -> MainMenu (star) click on it. Joomla needs a default mandatory menu and that's what the star indicates.
Step2: Click New, Select External URL [below in the list]
Step3: Type in the title. Title is the text that will be displayed visually for the menu item. Type "Google " as title
Step4: Type in alias "lets-google-that", Alias is magic that helps you in SEO. Alias is by default the title with space replaced by -. Alias is what appears in the address bar of the browser when you click the menu item[ here it is useless as it is external link].
*Step5:*Publish it, set some primary parameter there you have it
All done, now go and find some people to click that link