Please see sample below, issue can be workarounded by calling pack() twice or by resizing window.

import java.awt.BorderLayout;
import java.awt.Button;
import java.awt.Frame;
import java.awt.HeadlessException;
import java.awt.Menu;
import java.awt.MenuBar;
import java.awt.Panel;

public class WindowsBorderLayoutMenuPack extends Frame {

    public WindowsBorderLayoutMenuPack() throws HeadlessException {
        setLayout(new BorderLayout());

        MenuBar mb = new MenuBar();
        Menu m = new Menu("Menu");
        mb.add(m);

        setMenuBar(mb);

        Panel panel = new Panel();
        panel.add(new Button("Dummy Button B1"));
        panel.add(new Button("Dummy Button B2"));

        add(panel, BorderLayout.CENTER);
    }

    public static void main(String[] args) {
        WindowsBorderLayoutMenuPack frame = new WindowsBorderLayoutMenuPack();
        frame.setLocationRelativeTo(null);
        frame.pack();
        //frame.pack(); // uncomment to workaround the issue, only works if pack() called twice.
        frame.setVisible(true);
    }
}