New Menu Feature

I am trying to implement the new custom menu feature but I don’t seem to be getting it. I put the following in my functions.php:

register_nav_menus( array(
		'primary' => __( 'Primary Navigation', 'twentyten' ),
	) );

and then replaced my ‘wp_list_pages()’ with the following:

<?php wp_nav_menu( array( 'container_class' => 'menu-header', 'theme_location' => 'primary' ) ); ?>

but it outputs ALL my pages. Can someone give me a step by step guide on how to get it working?

Thank you ??