Our requirement is to create a custom menu with drill downs in the following way.

Country | State | District | SubDistrict.

Now when country is clicked, it should drill down to country level details (one fex is written for that) , When State is clicked another drill down (a different Fex) .. and in a similar way for other links also.

Any pointers in this regard will be greatly appreciated.

Vany, this sort of thing is accomplished with Javascript arrays, assuming all 4 of your lists are in a single form. You can go to a javascript coding forum and search under the topic COMBO BOXES.