If you don't want to change all of your extensions to .shtml you can use an iframe. not the best way but it will work. Make sure you make the iframe large enough to show all of the menu and you should plan ahead and make it large enough to display perceived future menu additions.
Code:
<iframe id="datamain" src="menu.html" width="250" height="300" marginwidth="0" marginheight="0" frameborder="0" scrolling="no"></iframe>
i use an iframe to display the car show list on this page of my website
http://www.dynamitedave.com/carshows.html
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