I didn't try it, I don't have multiboot/don't care. But I am really happy to see people writing noob guides. Consider adding this to the wiki or somthing.
You only have like 15 posts and already you have contributed more than most of the 500+ post spam/whinge/noobs. This makes you a good person in need of 'thanks!' buttoning.
That is bad! vmlinuz image format is not same as zImage format! And I do not like this stupid hacks with renaming files. (But this is maybe bootmenu bug/feature). If this will be solved I can provide config files for multiboot in -bootimg deb package.