I don't have access to 2003, but here's a reference

http://support.microsoft.com/kb/830502

Create a custom command control on a menu

The following example code creates a new command that is named Custom1 on the Tools menu of the Worksheet menu bar, and then runs the Code_Custom1 macro when you click Custom1:

[vba]
Sub menuItem_Create()
With CommandBars("Worksheet menu bar").Controls("Tools")
.Controls.Add(Type:=msoControlButton, Before:=1).Caption = "Custom1"
.Controls("Custom1").OnAction = "Code_Custom1"
End With
End Sub
[/vba]

2007/2010 still work with CommandBars, but I don't really remember how to create thenPaul