Tray icon with popup menu

If I create a tray icon (using one the classes from code guru, I've tried a few of them - I'm not sure how to do it my self yet) with a popup menu, any menu items that don't have a message map for them are greyed. I part of this menu to be user configurable, but any menu items I add at run time are greyed since they don't have a message for them. The same thing happens with any menu items I create is the resource editor if they don't have a message map for them.

Do you know a way to fix this problem?