Добавление пользовательского элемента контекстного меню к строке заголовка Windows Form

Вы должны переопределить WndProc Method и перехватить идентификатор вашего нового меню.

попробуйте это

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Text;
using System.Windows.Forms;
using System.Runtime.InteropServices;

namespace WindowsFormsApplication11
{
  public partial class Form1 : Form
  {
    public const Int32 WM_SYSCOMMAND = 0x112;
    public const Int32 MF_BYPOSITION = 0x400;
    public const Int32 MYMENU1 = 1000;
    public const Int32 MUMENU2 = 1001;

    [DllImport("user32.dll")]
    private static extern IntPtr GetSystemMenu(IntPtr hWnd, bool bRevert);
    [DllImport("user32.dll")]
    private static extern bool InsertMenu(IntPtr hMenu,Int32 wPosition, Int32 wFlags, Int32 wIDNewItem,string lpNewItem);    

    public Form1()
    {
      InitializeComponent();
    }

    protected override void WndProc(ref Message msg)
    {
      if (msg.Msg == WM_SYSCOMMAND)
      {
        switch (msg.WParam.ToInt32())
        {
          case MYMENU1:
            MessageBox.Show("Hi from My Menu 1¡¡¡¡");
            return;
          case MUMENU2:
            MessageBox.Show("Hi from My Menu 2¡¡¡¡");
            return;
          default:
            break;
        }
      }
      base.WndProc(ref msg);
    }

    private void Form1_Load(object sender, EventArgs e)
    {
      IntPtr MenuHandle = GetSystemMenu(this.Handle, false);
      InsertMenu(MenuHandle, 5, MF_BYPOSITION, MYMENU1, "My Menu 1");
      InsertMenu(MenuHandle, 6, MF_BYPOSITION, MUMENU2, "My Menu 2");
    }
  }
}