I will attach simple test app to show bug. Shortly if menu is invoked after modal dialog and mouse cursor is moved down menu is dismissed. (I investigated and found that removeNotify() is called in JMenu from mouseExited():
-- JMenu.removeNotify [1ea7d34] sz:java.awt.Dimension[width=301,height=21]
java.lang.Exception: Stack trace
        at java.lang.Thread.dumpStack(Thread.java:1064)
        at javax.swing.JMenu.removeNotify(JMenu.java:1121)
        at java.awt.Container.removeNotify(Container.java:2068)
        at javax.swing.JComponent.removeNotify(JComponent.java:4307)
        at java.awt.Container.removeAll(Container.java:794)
        at javax.swing.Popup.hide(Popup.java:102)
        at javax.swing.PopupFactory$HeavyWeightPopup.hide(PopupFactory.java:421)
        at javax.swing.JPopupMenu.setVisible(JPopupMenu.java:762)
        at org.openide.awt.JMenuPlus.setPopupMenuVisible(JMenuPlus.java:58)
        at javax.swing.JPopupMenu.menuSelectionChanged(JPopupMenu.java:1267)
        at javax.swing.MenuSelectionManager.setSelectedPath(MenuSelectionManager.java:77)
        at javax.swing.plaf.basic.BasicMenuItemUI$MouseInputHandler.mouseExited(BasicMenuItemUI.java:975)
        at java.awt.Component.processMouseEvent(Component.java:5106)
        at java.awt.Component.processEvent(Component.java:4897)
        at java.awt.Container.processEvent(Container.java:1569)
        at java.awt.Component.dispatchEventImpl(Component.java:3615)
        at java.awt.Container.dispatchEventImpl(Container.java:1627)
        at java.awt.Component.dispatchEvent(Component.java:3477)
        at java.awt.LightweightDispatcher.retargetMouseEvent(Container.java:3483)
        at java.awt.LightweightDispatcher.trackMouseEnterExit(Container.java:3315)
        at java.awt.LightweightDispatcher.processMouseEvent(Container.java:3180)
        at java.awt.LightweightDispatcher.dispatchEvent(Container.java:3128)
        at java.awt.Container.dispatchEventImpl(Container.java:1613)
        at java.awt.Window.dispatchEventImpl(Window.java:1606)
        at java.awt.Component.dispatchEvent(Component.java:3477)
        at java.awt.EventQueue.dispatchEvent(EventQueue.java:456)
        at java.awt.EventDispatchThread.pumpOneEventForHierarchy(EventDispatchThread.java:201)
        at java.awt.EventDispatchThread.pumpEventsForHierarchy(EventDispatchThread.java:151)
        at java.awt.EventDispatchThread.pumpEvents(EventDispatchThread.java:145)
        at java.awt.EventDispatchThread.pumpEvents(EventDispatchThread.java:137)
        at java.awt.EventDispatchThread.run(EventDispatchThread.java:100)


Steps to reproduce:
1.Start test application (it is based on MenuDemo.java).
2.Select first menu bar item 'A Menu' from menu bar. Select 'Create modal dialog'.
3.Modal dialog 'TEST' will be displayed.
4.Close it.
5.Select again first menu bar item 'A Menu' from menu bar. Pull down menu is displayed.
6.Slowly move mouse cursor down. Sometimes just as mouse cursor crosses line between menu bar and pull down menu pull down menu disappears. If it does not disappear repeat steps 2-6 again. (It usualy happens during second or third repetition).
###@###.### 2003-09-17

It happens also on Windows and Solaris according to original report.
###@###.### 2003-09-17