OnClick-Events from ToolButton' submenus don't called more.
I think it's LCL-BUG.
It worked before but now with SVN-Revision 27275 (2010-09-06) they don't work.
It created Menutoolbar yesterday and searched 5 hours why menu-clicks don't work. Until i found that this with normal toolbars don't work more.
I will install yet latest snapshot maybe it works again

See example-projekt at attach what i mean: