Trouble making a multi-level menu

Hey

I want to make a multi-level menu and I have read the instructions. So when I drag the heading the mainheading, and let go of it slightly to the right it creates a subcategory, as it should – but when I save and it updates it jumps right back…

What am I doing wrong… it worked with the first 2 categories, but i can’t do it anymore.

Please help!