The menu is disabled because a modal form doesn't allow the focus to move outside the form until it is released. Change your form's WindowType property to 0 (zero) to make it modeless and then try again (leaving the do mymenu.mpr in the main program for now.)
Is there a reason you need the form to be modal?

Ok, I've changed the WindowType to 0 (modeless) and still the same thing is happening...no menu as soon as the form is launched.
Curiously, the VFP development environment has the new menu.
Rich