simple example:
#include <GUIConstantsEx.au3>
#include <WindowsConstants.au3>
$Form1 = GUICreate("Form1", 615, 437, 192, 124)
$menu1 = GUICtrlCreateMenu("click me")
GUISetState(@SW_SHOW)
While 1
Switch GUIGetMsg()
Case $GUI_EVENT_CLOSE
Exit
Case $menu1
MsgBox(64,'yes!','it works') ; not
EndSwitch
WEnd
To make this work without submenus/empty menu tricks seems