Bob, I'm a real newbie myself, so there's not a great deal of opportunity to give back in return for all the help I've received myself. However on this occasion, i asked a very similar Q myself and the answer I received has helped a lot.
Hopefully it will help you too.
If Winston's link doesn't fully help you, please post back with a detailed description of how you've set up your value lists. The relationships you've posted are a good start, but what options you selected in Manage | Value lists and what field from what table is formatted to use each value list is also critical.