I hope this is the right section, if not then apologies

Still new to this so please bear with me

I'm trying to add a drop down style list to my website but do not know how and cant find anything online. Maybe its because I have the name wrong

Its not a standard drop down menu which I'd like but more of a tree type list

The exact menu I would like is found on the BBC websites as below. The section below Scores, Results & Fixtures to be precise

Now I presume I do this as a list but cant work out how to show info within these etc.....

http://www.bbc.co.uk/sport/0/football/

Thansk foar any help, great books and fantastic site!