joyyoga2012 on "Adding menu difficulties"

I can't seem to add menus to my blog, despite the fact I am following the directions that are given. I even upgraded (maybe unnecessarily) to make sure I could have the extra menus. I am using twenty eleven.
Once I have given the menu it's name & save it, it does not appear in the pages box for me to tick it.
I would love it if you could help me out.
Many thanks, Lucilla