Hi,
Thie feature in which one LOV is dependent on other is called Cascading Prompt…
In XI R2 we have a predefined Menu by which you can generate this…
However for 6.5 , please visit for a pictorial illustration of Cascading Prompts
http://www.geocities.com/prabhatdotnet/Cascading_Prompts_Webi_6_5.doc
Prabhat
prabhat 
(BOB member since 2007-01-16)
This is already discussed in detail here in the Designer FAQ. Therefore, in order to keep the instructions in one place, this topic will not be promoted to BOB’s Downloads.
MichaelWelter 
(BOB member since 2002-08-08)
Thanks for this image link it helped me in solving the cascading promts. 
csk (BOB member since 2008-02-06)
Moved from “Bob’s Uploads” to the Semantic Layer / Designer forum.
Bobarella (BOB member since 2004-02-12)