Responsive (or any) Theme & 2 Menus?

Just installed WP 3.4.2, and activated the “Responsive Theme”
to make a simple website for my training company.

I created a home page with a menu with 4 options. Fine.
I created a second “main” page for my client -with a different menu (which, I also have set as a parent page as there need to be many pages to come off it)

When I go into Appearance/Menus in WP, I am able to create 2 different menus… on top right, and on the top left “Theme Locations” I see the message: “Your theme supports 4 menus”.

*I saved Menu 1 (top right), and save Menu 1 in Theme Locations> Header Menu.
*I switch over & save Menu 2 (top right), choose it in Header Menu…

And when I view the page (or even look on this screen) -it just keeps reverting to menu 1, or vice versa.

What am I doing wrong? Do I need to set page/menu names differently? Custom fields? Choose a different theme?

Need a second page/menu with password protection! Help!