Frederick read the comment at the end of my post above. I don't think you're going to be able to add the link the way you want using WordPress.com. You're going to need a self hosted WordPress install. What you're trying to do kind of goes against user expectations of what a menu is. It depends on where you're trying to add it, but I think it may not be possible where you're trying.
The http:// addition is necessary for external links so WP adds it. Your email should work with http anyway so I'm not sure why it would be a problem.