This is common sense, just wanted to post this on here too because people keeps asking me how to do it...
What we are adding:

Note: You don't need any PHP knowledge to add this, but read carefully. If you make mistake,
it can disturb your forum.
Before trying to add this, I recommend you to download your subs.php
so if you get any errors, you can just upload your old version of subs.php
Let's get started.
On your Control Panel go to file manager
Open public html and go to "Sources" folder.
Scroll down until you see file called "subs.php"
Right-Click subs.php and click "edit"

Now it should open it for you, do Ctrl + F on your keyboard to search.
On search field type: 'forum' => array(
Now you should see code like this: (It can be different, because I'm using Simpleportal modification)
Code:
'forum' => array(
'title' => empty($txt['sp-forum']) ? 'Forum' : $txt['sp-forum'],
'href' => $scripturl . ($modSettings['sp_portal_mode'] == 1 && empty($context['disable_sp']) ? '?action=forum' : ''),
'show' => in_array($modSettings['sp_portal_mode'], array(1, 3)) && empty($context['disable_sp']),
'sub_buttons' => array(
),
),
Now under last Add:
Code:
'play' => array(
'title' => 'Play',
'href' => $scripturl,
'show' => true,
'sub_buttons' => array(
'webclient' => array(
'title' => 'Webclient',
'href' => 'Replace this with link',
'show' => true,
),
'download' => array(
'title' => 'Download',
'href' => $scripturl . 'Replace this with link',
'show' => true,
),
),
),
You can replace 'Play', 'Webclient' and 'Download' with your own titles.
Save it after you're done.