Now I am having no problems at all. I think the problem with with how I had my player.
First time I used it I had my one Blu-ray player hooked up to the tv in my bedroom, no problems. Than I moved it to my much bigger tv in the living. Because it was temporay setup I but it right on top of my DVD player. When I used it here the menu issues had.
So I moved it back to the other tv and no problems again. Could there have been interference from the other player?