This is called a sitemap. The way a sitemap is dispalyed can vary, depending on the software used to create it. Usually the type you have mantioned above is based on DHTML. If you need such a thing, make a Google search for "sitemap creator". There are a lot out there. The output is usually a html page, which can be uploaded on your site, or a more complex file collection, that all need to be uploaded on your site. Many of them come complete with a Google submission routine, that allow you to submit the new sitemap to Google.

__________________
Navaldesign
Logger Lite: Low Cost, Customizable, multifeatured Login script
Instant Download Cart: a Powerfull, Customized, in site, DB driven, e-products Cart
DBTechnosystems.com Forms, Databases, Shopping Carts, Instant Download Carts, Loggin Systems and more....
Advanced BlueVoda Form Processor : No coding form processor! Just install and use! Now with built in CAPTCHA!