It seems like you may need to add a name and id to the form that you have these elements in, then you will also need to ensure that the select lists have their own unique names and id's as well. So long as you have the names and id's set properly you would then use this interface to select the source select or parent list, then select the target or child select list.
If you have any further trouble with this please post back with a copy of the page in question as well as a screen shot of the issue you are experiencing.