Custom Menu Dropdown Problem

I’m just doing a custom menu for the first time so that I can have a drop-down menu. I have 5 pages, my home page and four others. Of the four others, I want the title of 1 to be in the menu and the remaining three to show in drop-down fashion under the title of 1.

I thought all I had to do on the menu setup page was to drag (put in an indented position) those three page names under the first one, which I have done. However, all I get are all four pages listed left to right in the menu.

Could someone please tell me what I’m doing wrong?

Thanks,
Martin