Trying to Rename Wp-Signup.php - Menu Item

This is very unclear!

Replace any hardcoded links to wp-signup.php with this function: <?php ust_wpsignup_url(); ?> Within post or page content you can insert the [ust_wpsignup_url] shortcode, usually in the href of a link.

I don't understand how to get my anti-splog shortcode to make a menu item. I read this somewhere but I don't know where to start and how to do this. Anyone can guide me through it?

I read on one of the support posts:
Shorcodes only work in post/page content. If you want a link in your menu then you would have to edit your theme template and use the php template function: ust_singup_url().

I even downloaded shortcode in menu plugin. But when I put the shortcode in, it just displays on the menu bar. But the signup content does not display.

Anyone got a walkthrough for this?