Looks like it works in the system menu only. Try

DEFINE PAD padFruits OF _MSYSMENU PROMPT "Fr\<uits" COLOR SCHEME 3 ;
	KEY ALT+U, ""
ON PAD padFruits OF _MSYSMENU ACTIVATE POPUP popFruits 

DEFINE POPUP popFruits MARGIN RELATIVE SHADOW COLOR SCHEME 4
DEFINE BAR 1 OF popFruits PROMPT '\|Apples'  
DEFINE BAR 2 OF popFruits PROMPT 'Bananas' 
DEFINE BAR 3 OF popFruits PROMPT '\|Grapes'  
DEFINE BAR 4 OF popFruits PROMPT 'Lemons'  

>Hi
>
>The VFP 8.0 documentation states:
>
>
>You can create multi-column menus by specifying a backslash and a vertical bar (\|) at the beginning of cMenuItemText. The menu item starts a new column, and subsequent menu items are placed in the same column until another menu item beginning with \| is encountered. For example, including the following command in a menu definition creates a new column in the menu:
>
>DEFINE BAR 4 OF popMyPopup PROMPT '\|Start a new column'
>
>
>I tried to use this feature with DEFINE POPUP but the popup menu did not have multiple columns. Does anyone know if this works and how it is to be used?
>
>Thanks,
>Simon