To approve people you want to be friends you gotta select the drop down menu in the upper right hand corner (where the Private messages link is) The menu should be called Notifications.
You should have a bunch of folks asking to be approved, or you can click your User CP and select the menu option (on the left side column) Contacts & Friends
Check the boxes next to each of the members you wish to approve and go to the bottom and select Save Changes
Hope that helps
