OK… i got a big problem when adding those two together.
as far as i know, to put a gamestate to work, you create a class that extends GameState(com.jmex.game.state.GameState). then you will create the "update(float interpolation)" "render(float interpolation)" and "cleanup()".
no problem, did it! Now all i need is to add it to the Game itself! let's see, i got now a BIG problem!
Since the GameState is for the MainMenu, or the InGameMenu, does not matter which, i need EVERYTHING that is not the GameState to freeze, pause = true would work, if it were not for the fact that the GameStateManager.update() is inside the simpleUpdate() method, that stops when pause=true. so both ends up paused!
if it that were not enough, the bWindow is not rendering in Ortho mode, so when i move the camera i can see it's flatness 
now i just made a test project and added only the Main, WindowManager and MenuState classes, and even if the update and render methods on the MenuState are happening, nothing appears! yay, a different problem!
if you want to see the not-ortho problem, then i guess the only way is to get the Netbeans project from http://3d-pong.googlecode.com/svn/trunk/3D-Pong . I'm uploading the 3 classes from the test project also, fo some reason i can't upload .java, so i renamed to .txt
I'm totally clueless on what to do!
So you fixed the issue where you weren't getting anything.
I've got a large set of code at http://code.google.com/p/dradis
I'll check out your code here shortly.
did not managed to get your game to work, it seens to use jME1. anyways:
managed to get it to render the GameState…
i was using the first line of: http://www.jmonkeyengine.com/jmeforum/index.php?topic=10927.0
now it works proprialy, except that i still can’t pause the MainGame without pausing the Menu too ;D
but it’s rendering as intended
yeah, no, my game is JME 1.1 and was only meant to give you access to look at the MenuGameState work I did to see if anything jumped out at you.
I haven't had a chance to run the code, but I'm going to guess that the pause portion is surrounding all of the rendering and not just the game portion.