There is a simple gui-based menu-editor for Openbox, but I can't recall what its name is. It works just like any other menu-editor and is quite intuitive (the OB menu is read from xml file and lacks support for application icons yet iirc).
With LXDE, when adding a menu entry as a user, I have to make a .desktop file for the application I want to add and then go to command line and make a xdg-desktop-menu install --novendor /path/to/application.desktop. Quite a procedure.
I think it's called obmenu, but it's not currently in the repos.
To edit the menu you could just open /usr/share/lxde/openbox/menu.xml
in Leafpad as root. It's not too hard to edit, although you have to know the path to the executable for the program you're adding. It's just really tedious.
When new applications are installed (with Synaptic) a .desktop file is created in /usr/share/applications. When there is a .desktop file in /usr/share/applications, there will be a menu entry.
There are two menus. There's the main LXDE menu, which is what I think you're refering to. And there's the Openbox menu, which becomes available when you either choose to show the Openbox menu on a right click of the desktop (PCManFM Settings > Desktop > Show Menus Provided by WM When Desktop is Clicked
) or disable PCManFM as the desktop manager (PCManFM Settings > Desktop > Manage the Desktop and Show File Icons
). The Openbox menu is pretty spare by default, and new applications aren't added to it automatically.