Code extracted from my plugin, adapt as necessary.
add_filter( 'plugin_action_links', 'wpse_25030_settings_plugin_link', 10, 2 );
function wpse_25030_settings_plugin_link( $links, $file )
{
if ( $file == plugin_basename(dirname(__FILE__) . '/many-tips-together.php') )
{
/*
* Insert the link at the beginning
*/
$in = '<a href="https://wordpress.stackexchange.com/questions/25030/options-general.php?page=many-tips-together">' . __('Settings','mtt') . '</a>';
array_unshift($links, $in);
/*
* Insert at the end
*/
// $links[] = '<a href="https://wordpress.stackexchange.com/questions/25030/options-general.php?page=many-tips-together">'.__('Settings','mtt').'</a>';
}
return $links;
}