Depending on your theme you can enable secondary or sub menus for your primary links. If you want to have a drop down menu you will need to select a custom theme that displays secondary items as a drop down menu. Creating secondary menus is as simple as grouping them under them under your primary link menu item rather than the primary link.

Additionally under menu settings you will need to enable secondary links to be displayed in your theme from the settings tab under Administer » Site Building » Menu. Before your new found secondary menus appear you will need to set the menu containing secondary links to your primary links and create content elements for your secondary links.

Video

In this video you will see how to enable the secondary links menu to be displayed on your theme.