This is called a conditional value list. Example: A user selects either "Fruit" or "Vegetable" in field 1 and then the value list associated with field 2 lists either fruit or vegetables depending on the value selected in field 1.
Here are some links that should help:
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.