Creates a new menu with the given label.
If label contains a &, it is handled specially;
 under Windows, the character following a & is underlined in
 the displayed menu title to indicate a keyboard mnemonic.  Pressing
 and releasing the Alt key switches to menu-selection mode in the menu
 bar where mnemonic characters are used for navigation.  An Alt
 combination might select a specific menu via on-menu-char.  A && in label is replaced by a
 literal (non-navigation) &ersand. Under X and Mac OS X,
 &s in the label are parsed in the same way as for Windows,
 but no mnemonic underline is displayed.
If help-string is not #f, the menu has a help
string. See get-help-string for more
information.
The 
demand-callback procedure is called by the default
on-demand method with the object itself.