Secondary menu links I have a main menu with links:
menu1
menu2
menu3
menu4

When entering the menu1 I want to display a secondary menu with links:
sub-menu1
sub-menu2
sub-menu3

and sub-menu1 to be activated as a default.
Every sub-menu has to have a separate page, because in every sub-page the wallpaper will be different.

When entering the sub-menu2, there will be different content, wallpaper, the chosen sub-menu will be activated and also his parent menu, in this case menu1.

How can I do this?
you can use menu_tree to override your menu : 

try this code in your template.php :

function THEMENAME_menu_tree__MACHINENAME($variables) {
$menuTree = menu_build_tree('MACHINENAME');
$output = '&lt;ul id="nav"&gt;';
foreach ($menuTree as $item)
{
    $output .= '&lt;li&gt;' . $hasSub;
    if (count($item['below']) &gt; 0)
    {
        $output .= '&lt;ul class="sub-menu"&gt;';

        foreach ($item['below'] as $subItem)
        {
          $output .= '&lt;li class = "'.$class.'"&gt;&lt;a href="' . url($subItem['link']   
          ['link_path']) . '"&gt;' . $subItem['link']['link_title'] . '&lt;/a&gt;&lt;/li&gt;';
        }
        $output .= '&lt;/ul&gt;';
    }
    $output .= '&lt;/li&gt;';
}
$output .= '&lt;/ul&gt;';
return $output;
}