What snippet to use, to do this -->

http://yurivish.com/yshout/

look at the page.

When you click on menu button "EXAMPLE", it slides so nicely to destination(anchor)

how can this be done ?

It is not a snippet. It is jQuery. (javascript)

With MODx you can use jQuery if want to. Here is an example of jQuery usage.

http://flesler.blogspot.com/2007/10/jquerylocalscroll-10.html