You're quite correct about the String overload not being supported on the CF, as specified by the documentation.

I would recommend that you use the MenuStrip class in preference to the MainMenu in .NET 2.0.

Please always specify your version in future, and alsways specify that you're using the CF if you're not posting in the Mobile forum. Otherwise it's quite possible that people will post irrelevant information, which is a waste of everyone's time.