adding items to menus

Ive been reading the instruction on how to do this but Im not having any luck. SO I thought maybe someone could better explain it to me. I have all my posts on one page but I would like to add them to other pages as well (Uk & Beyond and States) Visit to see what I mean.
I want to take each band and move them to the states tab (as well as keep recent posts to main page regardless) and then catergorize them further by actual state. For any band that is located outside of the US I just want to have them fal under the UK& Beyond category.
I am running fifteen Plus. I think I have everything else situated this is the last thing that I cant seem to figure out.
Thanks and let me know how you like the site if you want.

Lisa