It is same for main menu and pop up menu.
@Handoko, I don't think the question was "who to make a submenu" but how can I show the submenu automatically on opening the popupmenu.
@Soner A., I don't think this is possible, other than selecting the parent-item of that submenu during opening.
You might be able to use virtual mouse-click at that position to open up the submenu but the moment you move the mouse, the submenu closes if the mouse is nog over "New Item 3".
Why exactly do you want this abnormal popupmenu behavior? Maybe there are some better alternatives.