macmanx on "Why won't a drop-down menu appear?"

Head to Appearance -> Menus in your blog's Dashboard first. You'll see the menu you created there.

You can add to and manage the menu there following this guide: http://en.support.wordpress.com/menus/

Specifically, drop-downs can be created following this section of the guide: http://en.support.wordpress.com/menus/#changing-the-order-creating-sub-menus