I can set up the conditional value list with Site A, Site B, Site C, and Site D but this is not really a feasible route to take (I actually have 10 Locations and 50-60 sites).
What I really want is to when I Choose Location A, only have a drop down with Site A and Site B, not all four. I want my choice of a drop down list to be conditional of what I choose for Location.
That's exactly what the other thread describes doing.
Using a relationship, your value list is restricted to show only certain values as determined by a value in another field. In this case the selected location will limit the list of sites and this can be done if you set up your conditional value list as described in the thread I posted.
Please try it and let me know if you encounter problems making it work.