You can't in OS X. But what you can do is drop either your hard disk icon or a folder filled with aliases into the dock. This will act the same as an apple menu, and you can have more than one.
I like using aliases myself. I made two folders for the dock that I use like the Apple menu. In one folder I put aliases of all the apps in OS X. In the other folder, I put aliases of document folders that I regularly use, so I can get to any document on my hard drive in only two clicks. I even put special icons on the folders so I can tell them apart...I put the OS X applications icon on the app folder, and the documents icon on the documents folder.
Right click the folders in the dock for them to open like the apple menu, or click and hold.
I actually like this set up better than the apple menu, because I can have multiple "apple menus", one for apps, one for docs. It makes navigating the menus easier. Plus they aren't cluttered with all the other system crap that was in the classic Mac OS apple menu. At first I disliked OS X's dock because I missed the Apple menu, but now I've grown so accustomed to it that I like it better than anything in OS 9. OS X rocks!