How to set up a membership to work like wpmudev

I am setting up a free membership site. So far using the manual I have got most things working. But I want the site to be like this website. I like the way it's not using wordpress login page and account/profile pages are on the site - not the wordpress dashboard. Not sure how to replace the wordpress menu at the top with my own like this site. I can't find anything in the manual to do this. I would appreciate any help. Thanks