I am trying to create sub-menus for the menu at the top of my page. What should happen, as is demonstrated in the Oxygen demo (http://oxygendemo.wordpress.com/), is that when you mouse-over one of the menu items such as "a parent page", a drop-down sub-menu appears.

I followed the very simple directions for creating a sub-menu and a static menu here: http://en.support.wordpress.com/menus/#creating-a-custom-menu

Everytime I drag a category out to the right to make it a sub-category and then click save, it moves it back to the left and it undoes my sub-category. Is there something I am doing incorrectly?

Thanks in advance!