The login in the top right on our site is the SCLogin module itself. We simply have a module position in the top right that we've set the SCLogin module to show in with the following settings:
* Modal popup
* Text Links
Obviously, your template needs to support showing a module up there, and we used a few lines of CSS to 'integrate' it, but there isn't any magic menu or something like that that we used.
I hope that helps explain a little, but should you have any questions, just let me know.
Thanks,
Alex