Can't change menu items into sub menu

First I am newbie at this, here is the problem. At one time I could slide menu item up to another and make it a sub menu of that menu. After changing or deleting something now I can’t. Lets say the menu that I wanted to have subs is called Portfolio, I move menu items over to Profolio to the right and when I hit save they go back to being menu items again.

http://www.tonywelscher.com