Laura Rogers did a great post on getting the My Links displaying on MySite 2010
In the post, Laura mentioned to go to Central Admin to add My Links to the top of My Site. I simply went to Site Actions->Site Settings->Top Link Bar to add “/_layouts/MyQuickLinks.aspx” as a new link. (I had Owner permission for My Site collections)
Avinash has this post http://sharepointreporter.wordpress.com/2010/10/21/my-links-missing-in-sharepoint-2010/ which lead me to Laura’s site.
TechNet also has a post on this which has a lot of screenshots (http://blogs.technet.com/b/praveenh/archive/2011/10/12/my-links-in-sharepoint-2010.aspx)
**There is an CodePlex project for MyLinks at http://mylinks.codeplex.com/, installed on preproduction environment, worked fine.