Summary:

Setting up a new main menu button using a custom URL redirects to that URL instead of opening it in the CRM interface.

Resolution:

A workaround to this issue with be to create an ASP page and include the URL in this.

Instead of using a custom url as the source for the main menu button, the user would link to this ASP page by using the custom file option when creating this button.

Status:

This issue has been resolved in patch 7.2e. 

More information:

This is only an issue with 7.2.
Version 7.1 works as expected.