You need multiple table occurrences of the table that is serving as the source of values so that you can define specific relationships for each link in your chain of conditional value lists.
Here are some links on conditional value lists. Note that the very last one refers to Hierarchical conditional value lists--what you are describing here.
There's a lot of overlap between the first two links so you can read one and skim the other. The demo file gives you several examples of different conditional value lists so you can examine them to see how they are set up. If you are using FileMaker 12, you can open this demo file from your File menu to get a converted copy of the demo file that you can examine in FileMaker 12.
The last link discusses how to set up a chain of conditional value lists where the value selected in each conditional value list controls the values listed in the next value list.
Forum Tutorial: Custom Value List?
Knowledgebase article: http://help.filemaker.com/app/answers/detail/a_id/5833/kw/conditional%20value%20list
Hierarchical Conditional Value lists: Conditional Value List Question
Feel free to post follow up questions here if those links aren't enough to get your value lists working correctly.
For each of the conditional value lists, the "Include only Related Values, starting from" setting should specify AIForm not an occurrence of the related table from which the value list draws its values.