At the Menu item, start the Online Help process using /OH - You can then type the help item just like you do for a Field Definition, including 2nd and 3rd level help.
Alternatively, you can edit the xxxHELP item MENUNAME.REM - Each attribute of the xxxHELP item corresponds to an item in the Menu Definition. You can add existing second level help using {ITEMNAME}, but the /OH process is easier if you need that much.
