Help!! Please Please..Menu!
 

I'm new to the phpWebsite developing world. I have a question and hopefully it doesn't seem stupid, so please bear with me.

I have been fiddling around on this website I'm supposed to be maintaining but I cannot figure out how to get the Menu links to work. Either I create a new link for example an "About" page - the page is then a carbon copy of another existing link or does not exist because it doesn't have a valid web address. Shouldn't I just be able to create a sub-page? I don't understand?

There are photos below that might be able to explain better.
http://www.yfrog.com/07picture1sjp
http://www.yfrog.com/41picture3zjhp