And to Ant2483, customizing your menu simply involves modifying the skin xml file. Unfortunately, it is a bit of trial and error since there aren't dedicated GUI skinning apps that provide WYSIWYG functionality. But it really isn't that difficult. Just positioning the menu and preview window. Then it's a matter of creating the background wmv for the main and loading screens. And then adding the final touch of music and menu sounds.
If you don't want to make your own, you can use the one I made that you saw in the movie. You can grab it from the usual places and it's called 'MXM - Generator Skin'. It's a bit large (80MB), but nothing today's broadband can't handle. It's large because it includes the skin, and over 32 in-game movie previews to use within your menu. I'm currently repacking a release to include a few more movies of the newer games. Also, I'll try to comment sections within the skin xml to make it easier for others to customize. Look for it soon! Of course, you can still benefit from the movie previews in my release to use in a custom skinned menu of your own.
As BJ said, it can only get better from here. I really look forward to the features he has planned.