I have no problem creating menus, it's as easy as creating a new item
on a toolbar. It's explained here
http://www.cpearson.com/excel/menus.htm.

However, without VBA, how can items for the new menu be added? I've
tried following the instructions on that page but with no luck. I
just keep getting more new ones but no submenus at all. It's not
implied that only one menu item can be added and that's it, unless
I've misunderstood:

"The procedure for adding a new tool to a command bar is the same,
except that you should choose Custom Button rather than Custom Menu
Item from the Macros Categories list in the Customize dialog box."

But that's where I just end up with new menus.

I'm assuming that "tool" is just a name for adding something under a
menu. If that's correct, then this should work. I'm obviously doing
something wrong if that's the case.

Any help appreciated!