I have an application using a menu strip with three entries/commands:

File
Cancel
Exit

The File command is first level and the other two commands are second level.
The properties have been set so that it is &File, &Cancel and E&xit such that I can use the alt+(F,C,x) to initiate the commands. However, when the application is run the underlines do not show up in the window. No big deal, because when I hit the alt key they do indeed show up. But my disappointment is increased because only the File command will respond to the alt key. Does anyone know what it is that I have done wrong?