The CFW 4.00 M33 might be out by the end of this week. It will have a Save State option and that new menu.
Just a little update. Watching how many people were asking for 4.00m33, it's interesting to make somethings clear.
Due to the lack of updates from sony (features), this new cfw will implement new changes that will make easier to work on the future ones, within some internal tools.
You'd have probably noticed some features of this new cfw that were told on french forums, but, to tell the truth, neither the savestates or the recovery on XMB or etc would at 100% probability be implemented at once (maybe later on m33-2, ... etc)
Even though, recovery will be translated to spanish and you will be able to translate it to any other language without hex editing.
To sum up, main changes will come for compatibility and internal issues (with some functions to make life easier to the shells creators, launchment of an utility to compress prx's and pbp's, etc.)
It will be likely be done by the end of this week.