WordPress: register menus sub menu in your custom theme

In your theme functions.php create a function

function cosmowhiz_setup()

inside the function add the following code to register menus as follow:

if ( ! function_exists( 'cosmowhiz_setup' ) ) :
    
    function cosmowhiz_setup() {
    
        register_nav_menus( array(
                'primary' => __( 'Primary Menu', 'cosmowhiz' ),
                'social'  => __( 'Social Links Menu', 'cosmowhiz' ),
                'custom'  => __( 'Custom Links Menu', 'cosmowhiz' ),
            )
        );
    }
endif; // cosmowhiz_setup

For Mpre details http://justintadlock.com/archives/2010/06/01/goodbye-headaches-hello-menus