Submenus become top-level when I click Save.

In Appearance/Menus, I have a number of pages a number of which I wish to appear as submenus under one of the others. I grab 'em, move 'em to the right and they look like they are going to be a submenu. Until I click 'save'. When saved they are all the way to the left as top-level menus.

I am working with the Suffusion theme right now, which I know supports submenus, so I don't suspect that.

I'm confuzzled. That's a regular thing (being confuzzled) but I could use a touch of help.