Adding a Menu / Sub Menu

I am struggling to work out whether this can be done or not. I’m using Twenty Twelve Theme and want to create a menu whereby the top (parent) entry doesn’t resolve to a page – the user is forced to select from the sub-menu items presented to them. I thought that building the menu structure then making the top page private would/may be the answer but user is presented with a page that says pagename-Private. Does anyone have any ideas on how to resolve this – or if it is at all possible ? Thank you