Hi rwbooth,
From my experience (and after reading many many forum pages), it appears to be a templat issue.
You need to choose a template from the examples, that allows those tabs. Some do and some do not.
I wanted tabs too and selected Press Row in the template section... but so far (3 days of work) here is what else I have noticed:
1) I do not seem to be able to change the font size of those tabs. Very annoying as they take up too much room across the page. (I think its a template thing)
2) Have no clue how to change the HOME tab (actually just want it gone) Another template thing.
3) If you like your friends look then use the same template. (he can then help you set it up I would think?)
4) The page tab to the churchlink is probably an embedded HTML reference. Not sure where on this site those helpful hints are. I would like to know the exact code as well.
Anyhow hope some of this helps and if any part of it is incorrect, there will other replies with more correct info.
But I thought I would try and help.
gottaBKD.wordpress.com
Edit:
Also http://faq.wordpress.com/ is very helpful.
Another edit try http://faq.wordpress.com/2006/06/08/allowed-html-tags/ for the HTML Codes.