myLevel = 1
targetLevel = 5
while myLevel < targetLevel:
    <TITLE OF THIS LEVEL'S LIST> = 'list',myLevel
    for num in range(0, myLevel):
        <TITLE OF THIS LEVEL'S LIST>.append(num)
    myLevel = myLevel + 1
    print '<TITLE OF THIS LEVEL'S LIST>: ',<TITLE OF THIS LEVEL'S LIST>

Output:
list1: [0,1]
list2: [0,1,2]
list3: [0,1,2,3]
list4: [0,1,2,3,4]