Tags on Banner Menu

Is it possible to add an item to the Banner Menu that grabs it's data from the tags added to posts?

I would like to add a dropdown menu called "Podcast Themes", and have the dropdown items that appear, be the tags that I applied to the posts.

For example:

Banner Menu Items

Home Podcasts Podcast Themes: About Us Contact Us
History
WWII
Presidents
Christmas


(History, WWII, Presidents, and Christmas were obviously tags that were applied to different posts).

Thank you!

Those tags should have appeared below the "Podcast Themes" menu item.

Hi!
By default, there are two menus always visible on your screen, the "Main" menu and the "Top" menu. To customize any of them you have to go to the page Appearance => Menus and set the created menu as a main/top menu. Here are the intelligible instructions:
http://codex.wordpress.org/WordPress_Menu_User_Guide.
If this doesn't help you could you clarify the menu you are going to change.