Frustrating as hell eh?
This finally did it for me (in WP 3.0.1):
add_menu_page('page_title','menu_title','manage_options','menu_slug','function');
add_submenu_page('menu_slug','','','manage_options','menu_slug','function');
add_submenu_page('menu_slug','1st Real Submenu','1st Real Submenu','manage_options','1st_real_submenu_slug','function');
What results from this setup is that the 3rd line (the 2nd submenu page we’re adding) will be the first submenu that displays.
