Don't worry about asking too much. The point of the forums is to ask questions.
Okay, here we go:
The "Archive" list is the easiest of the items you listed. To change the list use the following:
1. Edit the layout of your blog.
2. Click the Edit link for the Archive page element.
3. Beside style, select Dropdown Menu.
4. Click Save Changes to change your Archives list to a dropdown.
The items under my header are simply HTML links, that link to the post of my blog. I created those manually, so you won't find a page element to create those.
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