Sub-Nav without header pages?

Greetings all – first time poster. I’ve customized a handful of sites using Bblog and MT previously and am taking a stab at WordPress. Really like what I’ve seen so far but I’m trying to figure out how to do the following:

I have a navigational structure for a website that looks like the example below:

I. HOME
II. SECTION I
—– A. SubNav I:1
———- 1. SubNav I:1:A
———- 2. SubNav I:1:B
—– B. SubNav I:2
III. SECTION II
—– A. SubNav II:1
—– B. SubNav II:2

Basically, a combination of sub-navigation. What I’m trying to do is create a dynamic menu allowing the user to access the various sub-sections functioning almost identically to the menu seen here:

http://www.mattkruse.com/javascript/mktree/

You’ll notice when you click “Calendars/” in that example menu, it doesn’t go to a “Calendars/” page – one may not even exist. It merely expands the sub-sections of Calendar so you can navigate directly to a sub-section. I want to do something similar dynamically in WP but I’m not sure how to organize the site to manage this. I.E. I can organize the site into Main Pages, Sub-Pages, and Sub-Sub-Pages, but is there a way to dynamically generate a menu based on the pages / sub-pages where the parent page doesn’t link to an actual page but, rather, just expands the sub-navigation below it on a list? In MT, you’d do it using folders and pages within folders. I’m just trying to figure out the WP equivalent. Thanks in advance for the help.