Since you have asked a question on a public forum, then why not supply the answer as well?

For example is this the solution you found?

Thanks, I have found out how to create this menu and hide it.
1. Insert the MS Excel 4.0 Macro
2. Write the code here. We can use AutoOpen to do something when this workbook open
3. Create the menu by using macro 4.0 with the command: =ADD.MENU(10,Mymenu)
4. Set password to protect this MS Excel 4.0 Macro sheet.
5. Run the code to hide this MS Excel 4.0 Macro sheet.

It's so easy, why I do not think about the macro 4 before raise the question.