Never done this before and I am going mad!
I’ve created a custom Quad menu under ‘Customise UI’. How do I bloody well apply it???
EDIT: BTW, this is in Max2009
You usually modify the ‘Default Viewport Quad’ to add the things you want there. If you prefer having it in completely different quad you can make it appear assigning it a keyboard shortcut (Main UI/Quad Menu Sets, in the keyboard customize menu).
Be sure to save your quad menu configuration, it seems it isn’t saved when you do a ‘Save custom UI scheme’.