You need to change the parent of the page. To do this, you go to the "options" tab at the bottom and click on "parent". Then type in the page that is the page's parent. Note that you only need to type that page's parent, not the parent of the parent.
Correct:
Parent of all the instructions is the "instructions-set" page, the parent of "instructions-set" is "appendices", and "appendices'" parent is "welcome"
Incorrect:
Parent of instructions being "welcome»appendices»instructions-set"
Edit: this seems more appropriate in the Site feedback forum, moved!