ON_UPDATE_COMMAND_UI(IDM_SUBMENU1, OnUpdateSubmenu1)
ON_UPDATE_COMMAND_UI(IDM_SUBMENU2, OnUpdateSubmenu2)
...
void SomeClass::OnUpdateSubmenu1(CCmdUI* pCmdUI)
{
    pCmdUI->Enable( ... )
}
void SomeClass::OnUpdateSubmenu2(CCmdUI* pCmdUI)
{
    pCmdUI->Enable( ... )
}