In ArcMap 10, with the Customize dialog window open and the Commands tab active, at the very end of the Categories list there should be:
[Geoprocessing Tools]
[Menu]
[New Menu]
Do you not have those? If you have the "[Geoprocessing Tools]" category, you can select it and then Add a script tool from a Toolbox (Note: This tripped me up at first as I wanted to add the script directly from a Python file. AFAIK, you must first add the script to a Toolbox as a tool, and then you can add it into ArcMap as a custom tool from that Toolbox.). Once you've added that tool, you can drag its icon to a toolbar in the ArcMap interface. If you don't like the script-y icon, you can change it by right-clicking on the icon on the toolbar and either picking one of the standard images, or browsing for one. In any case, once you're out of Customize mode, clicking on your new button should run your script tool.