I apologize about the menu's not being as intuitive as they should be, so I'll write an explanation of the menu.
The menu buttons do not use mouse input but instead keyboard
The keys A and D are used to select items in the menu.
To press a button you have to use the E key
To open the menu you have to use the M key
For closing the menu in levels, you have to select the continue button
The grey color is to show that a button is highlighted
Next time I'll try to make things more intuitive for the player.