Pages don't match with menu using Polylang

Hello everyone,

I am trying to make my site bilingual. I’m using the Polylang plugin. I translate the pages and I have a language switcher on the header, to choose one language or the other. The problem is that when I click on the “Spanish” button, the menu changes into Spanish but when I click on any of the items, like contact, it goes to the page in English and not the translated one in Spanish.
I have been searching and it could be that I need to add the string translation as it says here: http://plugins.svn.wordpress.org/polylang/doc/polylang-getting-started.pdf

However, I don’t have an option to add any string or anything.

Anyone, please, have any idea what it could be?

Thank you all in advance.