What you describe is called a Conditional Value list. Here are some links you can use to research the concept:
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.
Many Thanks for your reply