1. Create the Menu button, make rounded corners using the Vertices Editor and apply a shading of your choice using the Shading Editor. In Geometry Editor uncheck the Render backgound option.
2. SS generates object names for each new object. In order to make it easier to find and edit the objects my second step is to give the objects meaningful names.
3. Create the text objects for the buttons.
4. Give the text objects meningful names.
5. Make a permanent group of corresponding rectangle and text object. In Quick Editor make sure that Re-Render option is checked.
6. Once again give a meaningful name to every group object.

At this stage I followed the instruction in the Tutorial and checked and adjusted the z-order, so that (in this example) the blue buttons are on top of the red buttons.

7. Place the links on the right hand grouped objects (blue Link buttons in this example) using the Quick Editor. No link on the Menu button.
8. Apply mouse over effect for each page. We want a mouse over on the red buttons to show the blue ones, but only if the red buttons are visible. Select the red button, go to Special FX > Mouse Effects; with the red button selected:
When mouse pointer is over:
Trigger Object : Red Button
then show:
Display Object: Blue Button
Check the 'Only if trigger object is visible' option
This step applies only to the buttons carrying links, i.e. not to the Menu buttons.
9. Make a permanent group of the left hand buttons (in this example Menu Button Blue + Red link Buttons). Uncheck Render Background in Geometry Editor for this group and don't forget to give it a meaningful name.
10. Make a new mouse over effect. Select the Blue Menu Button
When mouse pointer is over:
Trigger Object : Blue Button
then show:
Display Object: Left hand group
Check the 'One time action' option
11. Make another mouse over effect. Select the left hand group
When mouse pointer is over:
Trigger Object : Left hand group
then show:
Display Object: Left hand group
Check the 'Only if trigger object is visible' option
12. Move the Left hand group over the buttons on right hand side and that's it.

One thing I've noticed is that the text object on the menu button that is on top (blue in this example) must have the Re-Render option checked while the text object on the red menu button must have the Re-render option unchecked. If the latter option is checked the menu is not working.
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