I am having no luck at adding a sub-dock to another sub-dock. As an example, I have created a sub-dock placeholder on the Nexus dock titled "Utilities".
What I want to do is add "HD", "CD" and "System" subdocks to the "utilities sub-dock but can't seem to get anything but a new sub-doc on the main dock. Is it not possible to do what I'm trying to do? Any help will certainly be appreciated!

After creating a sub-dock (on the main dock), you have to:
Open this sub-dock.
Right click on the appearing sub-dock (and not the main dock).
Select: Insert new dock item
Select: Sub-dock