I had some problems using LayoutManagers with JMEDesktop, so I wrote a little util that places components by coordinates, and some related things. For game menus, the best coordinate system is probably with 0,0 in the center of the screen. Everything is still quite simple, but maybe it's useful for you:

import com.jmex.awt.swingui.JMEDesktop;
import java.awt.Dimension;
import java.beans.PropertyChangeEvent;
import java.beans.PropertyChangeListener;
import javax.swing.JComponent;
import javax.swing.JDesktopPane;
import javax.swing.JInternalFrame;
import javax.swing.JOptionPane;

 * @author DGronau
public class JMEDesktopUtil {