this will be a new feature in DNN 5, the only option currently available is via direct database access.

I write a bit about DotNetNuke 5.0 administrator menu organization in my blog post here.

For pre-5.0 versions, you will need to manually specify the ParentId of the page you wish to include in the Tabs table.  This ParentId will vary per-portal.  SQL will look something like this (PLEASE back up your database before executing any SQL against it!):

DECLARE @TabId int

SET @TabId = [Desired TabId]

UPDATE Tabs SET ParentId = (SELECT TabId FROM Tabs WHERE TabName = 'Admin' AND PortalId = (SELECT PortalId FROM Tabs WHERE [TabId] = @TabId))

This assumes that there is no object qualifier on your database.  After execution, you will need to restart the AppPool.

PLEASE back up your database before executing any SQL against it!

Brandon