I wrote a small executable that will allow you to launch any type of file using autorun (assuming the user has an appropriate viewer). I can send it to you if you'd like....there is something similar to it on the web that costs about $75, but cripes it's ridiculous to charge that much for about 20 lines of code.
Then I would recommend making your "menu", as you called it, an HTML document. Reason being that it requires no programming knowledge to create, and EVERYBODY has a web browser.
I think Eddie N was using my little program. It'll run on win95, win98, winME, NT4, and Win2000. It is 100% transparent to the user also.
Slackmaster 2000