The local.xml
file is loaded last when rendering layout xml, so that would likely be the best place, if you want your links to be at the end. There is an SE question HERE with a great deal more information on the order that Magento constructs its layout.
As for an immediate solution, you'll want to place the following at the end of your app/design/frontend/PACKAGE/THEME/layout/local.xml file:
<customer_account>
<reference name="left">
<action method="addLink" translate="label">
<name>some_link_name</name>
<path>the/path/wanted/</path>
<label>Link Label</label>
</action>
</reference>
</customer_account>
If for some reason (likely explained in the referenced link) your extension is being loaded after the local.xml file, then you'll have to copy the appropriate layout file to your fallback theme and insert the addLink
action in the appropriate spot.