Creating a Menu

Hi
I would like to add a new menu and assign a page to it. I got it right to create a menu name(tab) in the first instance, but cant seem to ad a second and third to the menu bar. I know how to create the menu or so i think, by going to Menus and click new menu and save, i then create a page and then should that page be assigned to the newly created menu, which i do? When i try to assign the page to the new menu, it doesnt appear in that check box, so i dont know what im doing wrong? Pls help