How can I properly set up a nested menu in the Dawn theme?

[Koalabear]

Hi would really appreciate some help here, I'm sure I'm just new to this and I'm doing something silly..

My goal was to create an "info" main header menu option, that didn't link anywhere itself but the drop down has all the different info pages appear.

I have to link the menu item "info" to a page, rather than it just bringing up the drop down menu to allow the customer to see ALL the pages I'm wanting to store under the nested menu for info. 

After I pick a page for the Info on the main header and build a nested menu underneath it this happens: all options in the nested menu, regardless of where I have linked them, will slave to the page linked for info, that I am trying to build the nested menu off. So if I add five different pages that I've written for "how to use" "What are these" "other research" and these have been correctly linked to those pages, all I get is whatever I have linked to the master menu "info" option and the nested menu only redirects there...

I can't for the life of me work this out.  I'm sure I'm skipping a step or doing something dumb here.

Thanks for your help! 

[beauxbreaux]

In the list of default menus click Main menu

-Click Add menu item

-Type in Info and link your homepage if you don't want it linking anywhere else

-Add another menu item and link it to wherever you want. 

-Nest the item like this (make sure the dropdown arrow shows up):

If you have done all this maybe I don't fully understand the problem.