Drop Down Menu Modification Question

[baseball]

That VB Drop Down Menu, can someone please provide an example of how to make this 2 or 3 levels deep rather than 1.

e.g.,

Choose Color - "1st level"
Once 'Choose Color' is selected
another level appears, e.g,

"red" 2nd level
"blue" 2nd level

Once "red" is choosen, perhaps another 3rd level appears
"1"
"2"
"3"

Choose Color
...... red
..................1
..................2
..................3
...... green
..................1
..................2
..................3

...... blue
..................1
..................2
..................3

note: if coding is required, please provide example for one extra level

thank you.