I have http://mysite.com/index.php.
And a sub menu
This sounds like it should be accomplished with a rewrite engine, but assuming that you have a good reason to use AJAX, you can change urls with javascript by modifying the portion after the hash, or better yet, the hashbang:
window.location.hash = "#!about-us";
For more info on the hashbang from an SEO perspective, check out http://www.seomoz.org/blog/how-to-allow-google-to-crawl-ajax-content