I’ve played around with FengGui, GameStates and JME TerrainTest. My problem is that the Texture of the terrain is good for a second and then the texture of the FengGui MenuButton witch was last added was shown on the terrain. (I know my english is bad) Just look at the Screenshut
I think it has something to do with the TextureState!?
hehe, that's just awesome! 
You need to update the render state I believe?