What theme are you using may the theme does not have menu feature.
at top do you have primary menu if so you need to select your menu from dropdown menu
Hi Govpatel
My theme indeed supports menu. You can check out a screen shoot of my menu option page: http://img.skitch.com/20100921-e1mg3dq8mr3k9buj797gw5xi9s.jpg
It says on left side:
THEME LOCATIONS
The current theme does not natively support menus, but you can use the "Custom Menu" widget to add any menus you create here to the theme's sidebar.
Can you tell me if you see this piece of code in your header.php file?
If it is not there, first backup your header.php file and then put this piece of code in it where you see “Navigation” function. It could be the wp_list_pages function there. But replace that with this:
<?php wp_nav_menu( array( 'container_class' => 'menu-header', 'theme_location' => 'primary' ) ); ?>
Try try .. 🙂