The menu is designed to reflect content system pages which are virtual. The administration pages are real pages that exist in the file system.
You cannot get rid of the key because it s designed to always be available (to admins) to manage your site even if there are no pages in the content system.
You can create a virtual page in the menu that links directly to the admin menu. Just create a page the normal way but put a fully qualified url to your admion page, ie http://yoursite/Admin/AdminMenu.aspx
You can also create menu links to external sites this way.
Note however that once you click the link to navigate to the admin page it will not highlight it in the menu as the active page because the real page has no idea it is listed in the menu.
Hope it helps,
Joe