Missing link

I have tried to start a new project, am unable too find the link that is supposed to be in the left hand menu at the top right. It just doesn't exist and I've tried to find it in the latest version of internet explorer, firefox, and seamonkey.
I've tried doing it from the "My Home," "Dashboard" and the "Settings" pages to no avail.
Am I just not doing the right thing?
If not then this is something that should be fixed.
olletippaz