Google search Link Question

Hi ,I am notice a lot these days that all the top links per search are comming up in this format in my attachment, I rank up the top of the page for a few specific keywords, but my links dont look like this.

What is involved in getting this effect, advice appreciated.

Those are sitelinks. Google generates them automatically when it considers a particular site as an "authority" site for a specific search term. You can control which sitelinks appear in the search results, from your Google Webmaster Tools account.