How do I give the permission to add points, but not to moderate them? When I give users the permission to administer user points, they can both add and moderate points. How do I give them only the permissions to add points, but give other users the permission to moderate points?

Can someone tell me how to use the hook_menu stuff, to set permissions? My email is lucas.famelli@gmail.com
In Drupal 6, there is no easy way to do that. It might work if you implement hook_menu_alter() in a custom module and add a different permission in access arguments that the default.

It might not help you at this point, but I have taken over that module for Drupal 7 and we have improved it a lot. Among many other things, it now has separate add/edit and moderate permissions which allow for fine-grained access control. So if you are just starting your site, you might want to consider using Drupal 7 instead.