Sorry, not that menu. On the home page on Touch flow. Look at the upper right corner. The 3 lines with the arrow pointing down menu. The HTC Task list menu hides Opera by default. It seems that there is no solution to unhide Opera on the TP1.
I use NFSANs opera 9.5 on my htc touch pro and it has the real exit feature however even tho its less buggy than the shipped opera 9.5 its still too buggy for my liking for example some links and buttons don't respond when u tap them and even opera 10 doesn't fix this issue, I use iris browser which is much better with rendering sites but it uses a lot more ram.