I'm 100% sure, that 'menù' is correct, but the site warned me that i should say 'menu' without the accent.
I have checked in a dictionary and there is no accent.
Wait, there is a Wikipedia article abou menus in Italian, and it's likely that it was written by italians. You see, there IS accent there: http://it.wikipedia.org/wiki/Menu
It seems there is some debate about this even between Italians.
And as a result, both work now :) thanks for pointing this out!