Also, I'm trying to set up a website and not a blog.
You can use any theme here to create a page based structure ie. a website rather than a post based structure ie. a blog. Before you make any decisions at all read this comparison carefully please http://support.wordpress.com/com-vs-org/
On one hand, none of the characteristic "blog" features like categories, tags, authors, dates, etc. can be removed from a free hosted WordPress.com blog, without purchasing an annually renewable custom design upgrade and doing the required CSS editing.
On the other hand, one can edit a WordPress.org theme free of charge. That's why I suggested you read the comparison > WordPress.com and WordPress.org: The Differences
If you remaining at WordPress.com suits you see > Using WordPress.com to Create a Website http://en.support.wordpress.com/using-wordpress-to-create-a-website/
Here’s a link to a custom menu walk-through > 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/