From: The Imperial Palace.
You don't need a new Army for the Hungarians or the Italians; the game OOB already includes Armies for them. In fact, at the early stages of the game, you don't need to worry about Minor Army HQs at all: the beginning requirement is only that 67% of Minor troops be attached to Corps HQs of their own nationality. That just means attaching Hungarian divisions to a Hungarian Corps, and there are several such Corps wandering around. Likewise with the Italian and Romanian Corps. In sum, right now, you need to focus on attaching your Romanian/Italian/Hungarian infantry to Romanian/Italian/Hungarian (not German) CORPS HQ, not Army HQ.
The only sticky bit is that once Minor Spirit gets to 80%, then you need to attach line units both to Corps HQ *and* Army HQs of their own nationality. Again, that's easy to do for Hungarians and Italians, as they already have an Army HQ on the map: just attach all your Minor Corps HQs to the appropriate Minor Army HQ. But for Romania, you will indeed need to create an Army HQ. It will sit there as a shell until Romania gets to Spirit 75, at which point the Romanian Army HQ will accept staff reinforcements, making it functional. Then you can attach your Romanian Corps to that Romanian Army HQ, and you're done.
Hope this helps.
< Message edited by Grotius -- 8/23/2012 2:00:30 AM >