It dedends on what you want the menu choices to do:
[1] If you want a choice to take you to another location (another sheet in the same workbook, or another workbook), hyperlinks are a great choice. On the Excel menu bar click INSERT, HYPERLINK, and then plug in the cell, worksheet & cell, or workbook & worksheet & cell that you want the hyperlink to take you to.
[2] If you want a choice to run a macro, just link the macro to a BUTTON from the FORMS menu bar by: [a] creating the macro, then click BUTTON on the FORMS menu bar, then [c] place your button where you want it, and [d] assign the macro you want run when you click the button. You can rename the button...just right click and Edit Text.
Hope that helps.
Dale