These are the standard menus that are managed with your theme, they will likely do everything you want without going to a plugin.
When you edit your menus (Dashboard > Appearance > Menus), you can drag the little tiles around, give one an indent to the one above and it becomes a sub menu of it, you can create a whole cascade of menu items (horizontal) and sub menus (pop down), and sub menus of them even (popout right). Once you have your menu hierarchy set, it is up to the css of your theme as to how they display, you may need to experiment with different themes to get what you want.
If you want to customise the menu appearance (color / font / size etc), then you should be using a child theme, creating a child theme http://codex.wordpress.org/Child_Themes
In all likelihood it will be quicker for you to do than it has taken you to read this.
Thanks @rossmitchell,
just tried, it works fine. I’d need to customize the menu appearance with a child theme therefore. I hope it will be not difficult.
Ciao 🙂