In ADMIN>>>CATALOG you have two menu items:-
Option Names Manager
and
Option Values Manager
You start with Option Names Manager.
You'll see an input window (there's a little en: next to it on the left).
Type Sizes into that field.
Where it says order: type in a value of 10 (this is the sort order of where this option will appear on your product page, in relation to other options.
Next, choose what TYPE of input mechanism the user will apply, such as dropdown
Click INSERT button...
You now have an option NAME called Sizes.
At the top of the screen you will see a button called Option Values. Click the button...
Next screen you will see a field (possibly a dropdown) on the left, where you can choose your newly created Option Name.
Step 1. Make sure Sizes appears in that field.
Step 2. Go again to the field marked en:. Type in Small
Step 3. In the field titled order: type in 10
Step 4. Click INSERT BUTTON.
You now have your first Option VALUE of "Small" assigned to the Option Name of "Size"
Repeat steps 1 to 4, each time incrementing the en: field (eg Medium, Large, X Large), and incrementing the order: field as well (20, 30, 40, respectively)
You now have an Option Name Sizes, with the following variable values:
Small
Medium
Large
X Large
Next, click on Attributes Conntroller Button.
Choose a product you want to assign Sizes to.
From the left and right dropdowns, add the sizes one by one (see my earlier post)