Pages menu – not possible?

Hi
I wish to add a pages menu to the sidebar with the following criteria:
– Show root-level pages by default
– Highlight active page and show children if any
– Do NOT show children of other pages

It seems I can only show ALL pages expanded or the manual menu, which is a neat feature, however also requires maintanence all the time once pages are added.

Isn’t it possible to have this sort of menu? How do they make it on https://www.epinion.dk/ – click on any of the topmenulinks to see what I mean.

Thanks in advance.
Steen