Main Menu is one of the different Menu applets available. It should be apparent by default, unless you've changed your applets around.
Forget the "Main" and just locate whatever menu you do have. Hit "All Applications" and you should be able to see Preferences and the like.
PC: Manjaro/LM 13 x64 XFCE, Kernel 3.11.1-6/3.8.0-32-generic, Nvidia GTX650, i7 3770K, 16GB RAM, Asus Xonar DX
Laptop: Lenovo G560, LM 13 x64 XFCE, Kernel 3.11.1, i3, 6GB RAMMy HTML5 login themes + screenshots