WordPress gives you easy to use Links and Archives pages. In fact they’re so easy to use they can be a bit confusing — try to add content in the Pages text box in the Dashboard and it’ll disappear.
The trick is not to try typing in content, but instead to modify the template. This article shows you how— Peachpit: Web Design Reference Guide > Customizing WordPress 2.5.1: Using the Links and Archives Pages:
The default Archives and Links templates provide adequate but unsophisticated listings. Previous articles showed you how to create a custom page template. Now you can add modifications to the default archives or links coding for fine control over your blog’s templates.
Create customized archives and links page templates with tailored listings to give your visitors many more possibilities for finding your words of wisdom.