OK played with this a while back, If i remeber rightly you need to assign Permissions to each menu via the System->Actions then right click on the menu items in the right column and chose update menu.
Then you need to goto Security->access controls -> access policies
And assign each permission name to each group that is allowed to access it.
I did this by copying the admin one and creating a sub admin then adding the permissions to the main admin policy so that the main admin could see them but the subs couldn’t.
Then you need to assign this new access policy to your contexts see bob rays guide for this I can’t remember that bit off the top of my head and I’m not at home to look it up on my dev server sorry.
http://bobsguides.com/MODx.html
This was done on an early beta system and some of the steps may have changed but hopfully this will give you enough to go on.