Hello Moshe,
If you have to do it with a datawindow then Roland's idea is probably the way to go. However, I thnk it might be wise to step back a bit and think about what you'd get. It might look good but would it help your users? If they are expecting a regular Windows application then you might just confuse them and if it's that different to the other programs they're used to, they might not actually like the result that you've crafted.
It's not uncommon to build menus where the various items are turned on or off by settings according to user security. Very often this is driven by a datastore getting the user's credentials from a database. If this is what you're trying to achieve then building a little framework with menu/menuitems driven by datastore settings might be the better choice.
It really comes down to what your application's look and feel is like. If you want to have a selection "panel" then the datawindow is the way to go. Treeviews, hyperlnks, it's all there. Knock yourself out!
The point I'm struggling to make is that setting menu items based on user settings doesn't necessarily rule out regular menus. You really really have to make an interface that your customers are going to be happy with.
HTH, Paul
Disclaimer: I personally hate, loathe and despise the menu 'system' in PowerBuilder. Sadly it's a Windows thing and therefore the fault of M$ and not Powersoft/Sybase/SAP.