Child pages don’t become submenus (as in the twenty-ten theme)?

Check the twenty ten themes function file, there should be a function to register menus. After adding it to your theme you’ll have a new tab in your admin panel under appearance called menu where you can set the menu’s items and sub items.

Line 96 in the functions.php file

// This theme uses wp_nav_menu() in one location.
register_nav_menus( array(
    'primary' => __( 'Primary Navigation', 'twentyten' ),
) );