The porblem you have is probably that you are not clear on the differences between pages and posts. Any pages (not posts) you create will appear in the black Menu Bar.
You cannot post to multiple static pages that you create in a blog. Pages http://en.support.wordpress.com/pages/ are static and are for content that rarely changes. They sit outside of the blog structure and you cannot post to multiple pages in any blog.
There is only one main page for posts in a blog and all posts will display on the main blog page. There is no way to exclude posts http://en.support.wordpress.com/posts/ from the main posts (blog) page. The front page of the blog by default will display your posts (not pages) http://en.support.wordpress.com/post-vs-page/ in reverse chronological order, with the most recently published post on top.
If you do not want all the posts to show on the front page, then you can create a static front page "Welcome" for your site and a “Blog” page for posts.
If you choose Choice 1 static front page then you have to create two pages as I said above. After you do that you go to > Settings > Reading and make the designation change and click “save changes”.
A custom menu allows you to display Categories with drop-downs to sub-categories in tabs along the horizontal navigation where normally only Pages tabs are displayed. If you wish you can also include Pages with drop-downs to sub-pages and/or Tags pages, Posts and/or Custom Links in your custom menu as well. You are in charge of what appears in a custom menu. You choose the order in which to display any and/or all the foregoing in your custom menu. You choose which to display and which to hide. http://en.support.wordpress.com/menus
Here’s a link to a custom menu walkthrough > http://onecoolsitebloggingtips.com/2011/08/11/wordpress-com-custom-menu-walk-through/
There are many common errors, misunderstanding and misconceptions when creating custom menus and you can read about them here > http://wpbtips.wordpress.com/2011/12/19/custom-menus/