I am using WPMS 3.0.1 with the WP Frugal theme. I noticed that if your plugin is active and I create and publish a new page then the page does not appear in the menu. If I deactivate the plugin and create a new page, it appears in the menu fine. Then, if I activate your plugin and modify this page to redirect, it remains in the menu and redirects fine.
Seems like the pages need to be created and published BEFORE your plugin is activated for the items to appear in the menu. Once the pages are created and the plugin activated afterwards, the pages can be modified to redirect and they remain in the menu.
Thanks for the awesome work!