Indenting Sub-Categories

My site can be found at http://www.lhssports.net
I’m looking for how to display sub-categories under their parent, with an indent, in my left column (under the heading “Sports”).

For example (with “—–“s being an indent):

Band
—–Band Schedule

As it currently is, a sub-category just shows up as an apparent parent on the list; displayed alphabetically along with the other parent categories.

Any help is greatly appreciated.