-Create your leagues. World Prem, Championship, First Div, Second Div, Third Div. etc.
-Then place the teams you want in each league into the league, removing them from their current league.(Might as well make those leagues extinct.)
-Make sure all leagues are in the same country.
-Then click on the add nations rules on the left, select new leagues, NOT add leagues to existing structure.
-Then i believe there is a "Divisions" section, on the left. Add all league to that in the descending order. (add Prem first, Championship second, First Div third, etc.)
Then i'll fill in the rest when I get off work.