Actually the submenu items will show up. You have to use the ID which Menu Creator assigns. It is in the left, or first, column. This is the number which goes in the "Parent" box. And your subitems will have an "Order" of 0, 1, 2.
For example, if your first menu item is "Home", you would have a "1" in the "Parent" box. (In this case you would have the address of your blog in the "Value" box, i.e. "http://myblog.com".) The Type would be "External Link". (You would need to make sure that Menu Creator assigned a "1" as an ID.) You would have a "0" in the "Order" box.
If your second menu item is "News", the "Type" would be "Post/Page" and the "Value" would be the ID of your page supplied by WordPress. The "Order" would be "1". The "Parent" should be "2".
If you have a subitem under "News", the "Type", for example, could be "Post/Page" and the "Value" would be the ID of your page supplied by WordPress. The "Order" would be "0", because it is the first subitem. The "Parent" would be "2".
You also need to check and see if Menu Creator has actually created the menu item. (It doesn't always do it.)
But the plugin is unstable at this stage and not worth the effort. When you delete a menu, it isn't deleted from the database.
I would say the plugin has a ways to go before it is ready. Also, none of the videos or samples are on the website.
It would probably take less time to write your own menu system. But if you want to keep trying maybe the hints I gave you will help.