Creating menu on the fly

Hi, I want to create a new menu "on the fly" in PHP, and then add a number of sub-items to that menu.

Do you know where I would hook into WP to get this done? I am envisioning some situation where I can just build out an array of the options, and then the code would continue with GP adding all the appropriate styles to make the drop-down menu work, etc. (I.e. I wouldn't have to learn those classes... I would just provide the content/structure and GP would style as needed.)

Thanks.