This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
I would not approach this problem by going the multiple apps route. I would use a container with an appropriate layout. Say a DockPanel. Menu goes to north. Based on menu selection I would keep on switching the content at the center.
However, if you insist on on using multiple app approach, GWT offers you a Frame which wraps an IFrame element. You can switch the contents of the Frame by using the setUrl() method