Sitelinks at Google

Google Explaination on what are Sitelinks:

The links shown below some sites in our search results, called sitelinks, are meant to help users navigate your site. Our systems analyze the link structure of your site to find shortcuts that will save users time and allow them to quickly find the information they’re looking for.

We only show sitelinks for results when we think they’ll be useful to the user. If the structure of your site doesn’t allow our algorithms to find good sitelinks, or we don’t think that the sitelinks for your site are relevant for the user’s query, we won’t show them.

As to what sites actually get automatically Sitelinked, the theories are that the site has to have enough traffic, and that the navigation menu is Google friendly.