WP2011 theme menu

I am very new to WordPress so forgive if this is too obvious. I am prototyping a site using the WP2011 theme. I built a page with four child pages. These show up in the menu of the site as expected. However, when I promote the parent page to be my Front Page via Settings.Reading the page is available under the Home label but the child pages are all enumerated and added to the top level menu rather that appearing as subsidiary pages.

I believe the menu is being build from the header.php file with wp_nav_menu but that is as far as I got. Can someone point me to a tutorial or example of modifying the default menu behavior in a theme?