Help with WordPress Permalinks

Hi I’m building a menu system into WordPress which is supposed to go into each of the menu pages with the previous page in the URL before. I’ll show you what I mean.

http://www.devbuild.ultimate-dive.com/location/ works fine and displays a page.

However if you go into the menu then click on carribbean sea. The URL goes to http://www.devbuild.ultimate-dive.com/carribbean-sea/ whereas I want it to be http://www.devbuild.ultimate-dive.com/location/carribbean-sea/

What’s the best way to do this?