Yes, the only reason I am using define pages is because of the names. I was originally using EZpages but switched everything over...Okay so I DO have a link to my new 'shipping' page. I edited the information sidebox to include all my new pages like this

if (DEFINE_SHIPPING_STATUS <= 1) {
$information[] = '<a href="' . zen_href_link(FILENAME_SHIPPING) . '">' . BOX_INFORMATION_SHIPPING_IMG . '</a>';
}

And then edited the corresponding language files to include BOX_INFORMATION_SHIPPING_IMG with the zen link to my image.
This worked perfect on my main site. The new site I am working on...not so much, but I have also been having some weird issues with Admin on this site.