var
mnu,mnus:TMenuItem; 
begin 
  mnu := TMenuItem.Create(advmainmenu1); 
  mnu.Caption := 'New Menu'; 
  mnus := TMenuItem.Create(advmainmenu1);
  mnus.Caption := 'New Sub Menu';
  advmainmenu1.BeginUpdate;
  advmainmenu1.items.Add(mnu);
  advmainmenu1.Items[4].Add(mnus);
  advmainmenu1.EndUpdate;
end;