If you use IE with XP SP2 and don't see the menu, the browser may have disabled Javascript for the local file. To enable Javascript and turn on the menu, click on the top band that reads "To help protect your security,.." and select "Allow blocked content..." from the dropdown menu. Note, this only applies for HTML files which are loaded from the local computer, if you load them from the internet, you will see the menu and no warning.
Generated with Javascript
Statically positioned horizontal menu
Absolutely positioned vertical menu: