I had the same problem – went crazy with this – but managed to get it working. Posting so that it might help others with similar issues.
1. Save you formating (settings) – in case you have done custom formatting.
2. Reset the events manager.
(if it still doesnt work)
3. Change your theme to twenty ten
4. Reset again and see if the menu items are working. If they arent, try deactivating and reactivating.
5. Once it works – change your theme back.
Might save someone the hours I spent in deleting, uninstalling and loosing all my data.