Due to the Main menu rework that was implemented a few versions back, menu support was removed for Content Packs. This will be return in 0.59 once we can finish that version.
You can turn them on from the options file: <gamefolder>\Save\options.dat
.dat files are just text files so you can edit all of them in notepad. You can add them to the line labeled content packs using the Content Pack's Folder name.