How to have hierarchy in sidebar?

I need to have another set of navigation links under a main navigation link. Some kind of hierarchy of links in the sidebar. I've been trying to do this for weeks now, so if anyone can help, please do. :(

For example, Main Navigation is my main block in the sidebar, and Child Navigation is some sub-block or whatever. I tried to nudge it to the right making it like under the Main Navigation in the Blocks Section. But it just disappears, unlike what I did in the Main Menu at the top that it was so easy to have categories under the link.