Magento – Enabling a module for the first time via admin panel

Your code appears to be one level too far up in the xml it should look as follows:

<config>
    <menu>
        <menu-type> <!-- e.g. <catalog> -->
            <depends>
                <config>payment/checkmo/active</config>
            </depends>
        </menu-type>
    </menu>
<config>

Note the missing menu-type node from your original code snippet.

If you look into the database table core_config_data for the path you will see that the entry is set to 1 when the module is disabled from the advanced tab. This means that the code that normally works for the menu will sadly not work for disabling modules via the admin config section and will in fact disable the menu item when the module is active.

The best suggestion would be to do the disable on the main module active flag and then change the module to active/inactive via the xml file under app/etc/modules. The following will remove the menu item when Example_Module is disabled.

<depends>
    <module>Example_Module</module>
</depends>

The config section "disable modules output" shows all modules, that Magento found in app/etc/modules, and does not check their active state.

It will only disappear if you delete the XML file. But besides this configuration section there is no core functionality that uses disabled modules, so you don't need to worry that it's still active somehow.

Why does renaming the file not work?

Because the file name does not matter at all. Magento initially reads all XML files in app/etc/modules, combines them, builds a dependency tree and then loads the active modules.

Your disabled module is not loaded (its config.xml is not merged into the configuration), but the information from app/etc/modules/disabled_Namespace_Module.xml is.