From your original message, modify the following code:
>this.myMenuItem.MenuItems.Add(new System.Windows.Forms.MenuItem("Einar_0"));
>this.myMenuItem.MenuItems.Add(new System.Windows.Forms.MenuItem("Einar_1"));

Add two members to your form as follows:

public System.Windows.Forms.MenuItem oEinar_0;
public System.Windows.Forms.MenuItem oEinar_1;

//then:
this.oEinar_0 = new System.Windows.Forms.MenuItem("Einar_0");
this.oEinar_1 = new System.Windows.Forms.MenuItem("Einar_1");
this.myMenuItem.MenuItems.Add(this.oEinar_0);
this.myMenuItem.MenuItems.Add(this.oEinar_1);
//Then you refer it as 
if (this.oEinar_0.Checked) {//do something...}