You're welcome. :) I'll post the answer below in case others are experiencing the same confusion.
You can create s new static Page and make it a Parent page and then create sub-pages (child pages) and assign them to the Parent page. See here for instructions > http://en.support.wordpress.com/pages/
Many themes do not display static Page tabs in the horizontal navigation menu and those that do (* except a few new themes see below) do not display sub-pages (child pages) in dropdowns from that menu or in the menu bar at all. When you choose a theme like the ones I just described above, you need to place the Pages widget in your sidebar to provide access to your pages and/or sub-pages.
If the the theme you chose does not have this feature coded into the template underlying the theme and you aren't happy with using the Pages widget, and are willing to switch themes then currently ...
* the Bueno, Enterprise (2 dropdown levels - top level for pages & sub-pages; bottom level for 10 Categories & sub-categories ), iNove, Inuit Types, Monochrome, Neutra, Sandbox 1.6.1, Structure, Twenty Ten, Titan and Vostok themes are the only themes that have dropdowns to child pages from parent pages in the top horizontal menu.
I hope this helps. :)