I’m not sure if this answers you, Andrew, but I *think* I had the same issue, and got around it by using pages, instead of posts, or something, and then manually creating links.
Check http://www.listerhome.com and you’ll see that I have all my ‘Sections’ in the menus. Select a section, for example, flight training, and then I have all the posts manually linked from there.
Again, not sure if this is what you’re trying for.. I’m new to this blogging stuff, so I am probably way off.