This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
So you want to expand/collapse the submenus on mouse movements.
You can get the result by subclassing JMenu and adding a mouse listener to detect the mouse entered and mouse exited events. Check out JMenu#fireMenuXXX methods.