Binding event to wxMenu instead of wxMenuItem

Im creating a dynamic MenuBar from xml file, and binding events to menu items using Connect().

Some menus does not have items inside, but needs to fire events.

Is there a way to attach an event handler to a wxMenu using Connect()?

*Im Using wxWidgets 2.8.8 & MS VC++ 6.0

Ive tried many things, but nothing worked out for me.
As a quick answaer ill quote Vadim Zeitlin from wx-widgets list:

No, you shouldn't associate commands directly to top level menus. This is discouraged under all systems and is not supported at all under some of them.

I think you can trap EVT_MENU_OPEN (see wxMenuEvent).

Connecting it might look like this:

Connect(wxEVT_MENU_OPEN, wxMenuEventHandler(MyFrame::OnMenuOpen), 0, 0);