Edit the code in whatever sidebox that you want to add the link to. Say you want to add a link to the 'Information' side box.
Edit the sidebox file information.php located in
/catalog/includes/boxes/
You will see the following code:
$info_box_contents[] = array('align' => 'left',
'text' => '<a href="' . tep_href_link(FILENAME_SHIPPING, '', 'NONSSL') . '">' . BOX_INFORMATION_SHIPPING . '</a><br>' .
'<a href="' . tep_href_link(FILENAME_PRIVACY, '', 'NONSSL') . '">' . BOX_INFORMATION_PRIVACY . '</a><br>' .
'<a href="' . tep_href_link(FILENAME_CONDITIONS, '', 'NONSSL') . '">' . BOX_INFORMATION_CONDITIONS . '</a><br>' .
'<a href="' . tep_href_link(FILENAME_CONTACT_US, '', 'NONSSL') . '">' . BOX_INFORMATION_CONTACT . '</a><br>');
If you want to make your new link be the first one in the 'Information' box, add this new line :
'<a href="http://aabox.com">AABox Web Hosting</a><br>' .
Directly before this line:
'<a href="' . tep_href_link(FILENAME_SHIPPING, '', 'NONSSL') . '">' . BOX_INFORMATION_SHIPPING . '</a><br>' .
So the final code block would look like this:
$info_box_contents[] = array('align' => 'left',
'text' => '<a href="http://aabox.com">AABox Web Hosting</a><br>' .
'<a href="' . tep_href_link(FILENAME_SHIPPING, '', 'NONSSL') . '">' . BOX_INFORMATION_SHIPPING . '</a><br>' .
'<a href="' . tep_href_link(FILENAME_PRIVACY, '', 'NONSSL') . '">' . BOX_INFORMATION_PRIVACY . '</a><br>' .
'<a href="' . tep_href_link(FILENAME_CONDITIONS, '', 'NONSSL') . '">' . BOX_INFORMATION_CONDITIONS . '</a><br>' .
'<a href="' . tep_href_link(FILENAME_CONTACT_US, '', 'NONSSL') . '">' . BOX_INFORMATION_CONTACT . '</a><br>');
Save it, then upload it back to the server. Load the main catalog page, and you will see your new link in Information side box, right at the top!