kaboomer… I think it’s just creating sub pages off of a parent page and not an “enable” option.
You would need to create a page called Site Links (or whatever you want to call it) and then go to Manage/Pages and edit the page you would like as a sub category under Site Links. Once you’re in the edit mode, select Page Parent from the right menu and add Site Links as the Page Parent.
After screwing around with it for a while, I’m not sure tho how to get something like Categories as one of the header navigation items (which is what I’d like) or make the parent page not be a click link (I made it a link template but it still takes you to a blank page with just a header of Links:).
About may be the best option for your internal page or use a meta refresh of 0 on the page to take you to another page external to your WordPress blog space.
I’m no expert at this, I just wanted to find out the same thing on drop down navigation so screwed around with WordPress (knowing it had sub categories) and found that. I’m probably going to take a look a bit more this week on the categories.