I have been working with the Menu API's for a while now and so far they are kind of cool. AppendMenu is the best one i have worked with so far, i have created an example application that appends a forms system menu and will display an about form, you can modify to do anything that you need to, for example open a hyperlink (done using ShellExecute).
AppendMenu can be used on normal form menus, not just a windows system menu. if you wish to modify a normal menu you will need to do some slight alterations including replacing GetSystemMenu with GetMenu (below).
I hope this is of some help to anyone. At the minute i am working on a way to use AppendMenu to build the following types of menu:
Recently Opened List(Like Microsoft Word)
Favorites List (Like Internet Explorer)
I have started the Recently Opened List and so far it works, it just needs a few fixes here and there . I will post these examples when i'm finished.