More options to keep a menu open

Windows' Start Menu\Programs menu
IE's Favorites menu
These menus have such a feature:
Hold Shift key while clicking, the item will run/open in the background, and the menu won't close. So you can go on Shift-clicking other items.
I hope TLB will have such a feature.

Thank you very much for suggestion. I'll add this feature in the next versions.

I know I can keep a menu open by tearing it off. But Tear Off Menu command is not very convenient to toggle. Is there a keyboard accelerator for it?

I plan to add the button in the menu caption. And I'll add the keyboard accelerator. Thank you.