Found a solution to this issue.
I had the same problem when installing both crossover pro and games (including the .sh installers). The problem comes because the files that make the shortcuts in the menu are having the same name and KDE tries to make sense of it.
I solved it by renaming and modifying the files that form the menu structure.
All this was done in Runlevel 3, just to make sure there are no things being overwritten when logging out of KDE
First I changed the entries in /etc/xdg/menus/applications-merged/cxmenu-cxoffice-0.menu into this (added Pro+)
<Include>
<Filename>Pro+Install+Windows+Software.desktop</Filename>
<Filename>Pro+Manage+Bottles.desktop</Filename>
<Filename>Pro+User+Documentation.desktop</Filename>
<Filename>Pro+Terminate+Windows+Applications.desktop</Filename>
<Filename>Pro+Run+a+Windows+Command.desktop</Filename>
<Filename>Pro+Uninstall.desktop</Filename>
</Include>
Then I renamed the .desktop files in /opt/cxoffice/support/desktopdata/cxoffice-0/cxmenu/xdg-applications/CrossOver accordingly by putting Pro+ in front of them.
The KDE menu may not reflect the changes immediately, apparently it takes a refresh.
The naming in the menu is not depending on the name of the files themselves, so the entries in the menu are still the same.
This was done on openSUSE 11.3 with KDE 4.4.4, crossover Pro 9.2 and crossover games 9.2.1.
Regards,
Steven