The links shown below some sites in Google’s search results, called sitelinks, are meant to help users navigate your site. Their 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.
They only show sitelinks for results when they think they’ll be useful to the user. If the structure of your site doesn’t allow thier algorithms to find good sitelinks, or they don’t think that the sitelinks for your site are relevant for the user’s query, they won’t show them.
At the moment, sitelinks are completely automated. They’re always working to improve their sitelinks algorithms, and may incorporate webmaster input in the future.
Referenced from: Google.
I’m not sure since when, but google allows webmasters to ban links in the sitelinks block (have blocked a few myself already).