The editor can't do this - you'll need to edit the xml files directly in order to set this up. Here's the wiki page about creating <source> elements that describes the syntax:
http://hlkitwiki.wolflair.com/index.php5?title=Source_Element_(Data)
So you'll define a new source with selectable="no". Once you've done so, reload SR, and now, in the editor, that new source will be available to use as a parent source - the child sources can be defined within the editor as usual - just select the new thing you created as the parent of your new source.