To do this trick you need a third party file browser like Fileman , FExplorer , LCG Xplore etc (available in my downloads section)..Let's proceed...Go to your menu and create a folder, now move that folder on top left corner of your menu then open your third party browser and go to e or c:/system/apps/ and rename any folder.After renaming a folder quickly go to MENU then point the cursor to any icon except folder and click OPTION before it refresh.You will notice that there's an option "Move to Folder" now when the menu was refreshed it will point to the 1st icon which is the folder that you've created..Click move to folder and select your folder destination.Now you have a sub-folder inside a folder in Menu!