No, but it's the same basic principle. If the majority of your content is 16:9 (I assume it is), then it'll mostly be set up like above, except draw a link from the First Play button in the Connections window to the VTS bridge, to the 4:3 clip, then to another VTS bridge, then to your main menu. So...
First Play --> 16:9 VTS to 4:3 clip VTS Bridge --> 4:3 clip --> 4:3 clip to 16:9 menu VTS bridge --> Main Menu