debería de funcionar, yo le he probado y me funciona a la perfección. Algo debes de hacer mal.
Código Delphi
[-]
unit Unit1;
interface
uses
Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
Dialogs, Menus;
type
TForm1 = class(TForm)
private
protected
procedure WndProc(var Message: TMessage); override;
public
end;
var
Form1: TForm1;
implementation
{$R *.dfm}
procedure TForm1.WndProc(var Message: TMessage);
begin
inherited;
case Message.Msg of
WM_EXITMENULOOP: begin
Self.Menu := nil;
end;
WM_ENTERMENULOOP: begin
Self.Menu := MainMenu1;
end;
end;
end;
end.