Nintex Form filter two lookups on two sites

Hello,

I would really appreciate some help with my problem. I am a Nintex noob and am really struggling with this scenario. Basically I have two lists, list A & list B. I am creating a Nintex Form from list C and in my form I want it so that I have a lookup box referencing a field in list A called 'Activity' and a lookup box referencing a field in list B called 'Sponsor'. Now depending on what value is selected in the 'Activity' lookup box the 'Sponsor' box will only show the items associated to that value.

We have done this previously in InfoPath (examples below) but cannot seem to get this to work in Nintex Forms.

List A

List B

InfoPath Examples of what I'm trying to accomplish

Any help would be appreciated.

Thanks,