In order to get Facebook, Myspace, Twitter, Windows Live etc added you have to create your own app. following the directions posted here. Once you've created your own app. for your site (which is free to do), you are given the option to customize what sign on features you want added (for example, I have Yahoo!, Gmail, Facebook, Twitter, Wordpress and Blogger).
For some of the account providers you have to register specifically with them. On the page where you select what ones you want to add they will show you which ones are not set up yet, as well as a link that has specific directions on how to set them up. Each of the registrations takes about a minute to do, and once you're done you can add it to your sign on list.
If people have any further questions feel free to post them!
-Edvard D