Had to uninstall all my mods to install the Tokyo Express Mission, so I ran a few experiments:
Uninstalled all mods; installed just MyMenu; ran the game...still messed up.
Downloaded the new version of SH4 Menumaker; installed it; ran the program and saved the default menu without making any changes; installed just MyMenu; ran the game...still messed up.
So it isn't any other mods messing it up. It just doesn't like me.