[Kwarde]

first make somewhere the dialog, as you have done (I think xD)
Like this:

pawn Код:

ShowPlayerDialog(playerid, 1, DIALOG_STYLE_LIST, "Something", "Option 1\r\nOption 2", "OK", "Cancel");

Then, you need this: (OnDialogResponse)

pawn Код:

public OnDialogResponse(playerid, dialogid, response, listitem, inputtext[])
{
    if(dialogid == 1)
    {
        if(response)
        {
            switch(listitem)
            {
                case 0: ShowPlayerDialog(playerid, 2, DIALOG_STYLE_LIST, "Sub Option 1", "Option 1\r\nOption 2", "OK", "Cancel");
                case 1: ShowPlayerDialog(playerid, 3, DIALOG_STYLE_LIST, "Sub Option 2", "Option 1\r\nOption 2", "OK", "Cancel");
            }
        }
    }
    if(dialogid == 2) //Sub option 1
    { 
        //Do something
    }
    if(dialogid == 3) //sub option 2
    { 
        //Do something
    }
    return 1;
}