Menu items does not get copied


I have setup 1 main site, and 2 sub-sites in the network.

Now I log in to subsite 2 and create a new page.
Then I try to add a new menu item from the sub-page, it does not work (as I expected)

Now I go to the main site to add the new menu item. I will link to the page made in sub-site 2. But now comes the problem: In pages listed the new pages I made does not show up at all.

Perhaps I missunderstand the meaning of this plugin, I need to share menu-items and pages as well cross-site.

The whole point of my site is to use 3 URL's for one "site"