Menu structure in Sharepoint 2003

I have a problem to realized the following menu structure (the left navigation) in a Sharepoint 2003:

Home
  |
  ------- direct child of HOME
                    |
                     -------child of “direct child of HOME”

The first two areas are correctly shown in the menu. But when a user click of the “direct child of HOME” the complete site is reloaded and the “child of “direct child of HOME”” is now the root menu item…

child of “direct child of HOME”
  |
   ------- CONTENT1
               |
                -------child of CONTENT1

How I can realized a functionality that the “direct child of HOME” and “child of “direct child of HOME”” are shown in the menu?

Regards