Magento

I am creating a configurable product with simple products all associated with the same attribute set (has 4 options-red, black, etc.)
I have followed instructions and hit the associated products tab.
But when I try to get the options from the simple product, it only shows one option line from the drop down.
How do I get this to show all options red, white, red? The attribute was created as instructed: Global, Drop Down, Use to configurable.
Please help. Can not find answer elsewhere.
Here’s an example of it using another set, but still has the “one line” drop down problem.
http://www.creativeretailing.com/iwantawards/index.php/3.html
Thanks