By default in SharePoint, when you have a seach scope drop down, it shows the current site in the scope. As you have mentioned for your subsite B, it should be "This site: B". If you have a list- "List 1" in your site B page, you might also get "This List: List 1". These all happens by default.
Now, since you need other subsites in the same scope, you can add these scopes from Site Actions - > Site Settings -> Search Scopes (Under Site Collection Adminisration section). Here you can create a new scope called "Site C" and add it to the default display group - "Search Dropdown".
Create a Rule within the newly added scope, and in the rule you can specify URL of the sub site C, as the web address. Once the new Rule is created, it will take some time to update with in the scope and then you will be able to search within that scope,ie, within the sub site.