This is very simple to do. The first step is to go to your sitemap. From here, add a page and call it "custom navigation" or "side navigation" for something more memorable.

Now, edit that page's properties. Click on it, choose edit properties. Under the "attributes" tab, choose all of the exclude ones: "exclude from nav", "page list" and "sitemap.xml". Now this page won't actually show up in your site or search engines.

Now that you have this placeholder page, just drag the pages you want in your menu down to it and choose the "alias" option.

Once these pages are aliased, you can return to the front of your site and add nearly any menu available to concrete5 that uses the standard options in the autonav. When you add your menu, choose the "beneath a particular page" option for "Display Pages". If you choose the "Custom Navigation" page with the aliases beneath it, you should only see links for the pages you added as aliases.