You should put your submenus inside the top-level menu items like this....
<ul>
<li>First item
<ul>
<li>First item of the first item</li>
<li>Second item of the first item</li>
</ul>
</li>
<li>Second item
<ul>
<li>First item of the second item</li>
<li>Second item of the second item</li>
</ul>
</li>
