Thanks again for the pointer in the right direction. You were right in the file you gave me. The code you gave me was close I just removed some to look like this. It will go to the login SSL page so it will work. Thank you again.
PHP Code:
<?php if (DEFINE_RETURNS_STATUS <= 1) { ?>
<li><a href="<?php echo zen_href_link(FILENAME_RETURNS); ?>"><?php echo BOX_INFORMATION_RETURNS; ?></a></li>
<?php } ?>