How do You Create an Army with a leader

[Hoplo]

Help,

After winning a battle with an Immortal I received a leader, Darius. I marched him to my Capital which was producing Immortals and contained three Immortals already. I could not see any 'build army' command in the city build options so I pressed 'b', Darius became an army, but did not appear to contain any units. I could still move all the Immortals individually. So I waited until the Immortal being built by the city was complete hoping he would 'join' the army. But he was a seperate unit too. My army was a worthless none combat unit that eventually got killed.

How should I have built the army so it contained units? The manual seems to say that leaders build armies in cities and the shortcuts say to press 'b', but it did not work in my case. What have I missed?

Thanks.

[Knasboll]

Press "L" to "load" a unit into the army.

[Hoplo]

Thanks!