I can confirm that a little bug does exist (built from sources of HGM6 branch, version number 20100806) and it can be reproduced like this:
Open an instance of xboard.
Click any item in the menu. It will show itself. Now click any other menu item. The first click won't show it, but any other click on it will work. Now, if you click another menu item which has not been clicked yet, it won't work the first time either. So the rule of thumbs seems to be: first menu item clicked will always work. Any other menu item won't work the first time its clicked but will work well after that.
It took me quite some time to notice the pattern, though.