Context Menu sub-menu's

On this page it shows in the fourth picture a dialog that has Label: and Type:. In the type box you can select sub-menu. Now following everything to that point when i click new i get the dialog that is shown in the fifth picture, so, just how do i get that dialog in the fourth picture? How do i create a context menu sub-menu?

In the file type editor, click the Context Menu tab and then click New. Change the type to "sub-menu".

If you don't have a sub-menu option there it's because you're not using 8.1.