Do you have the last firmware (20081020) installed? for old versions of the firmware (which did not support this new sysex approach) the tool doesn' t work. I have updated the help manual ('install' tab) to warn users about this. Minimum version required is 20081006.
therapix has also Windows Vista (32bits) and he is not experimenting any issue with the menus. He also can update the firmware through the program. Conntact him so you can see what the hell is going on with yout installation. Which version of have has he installed... He told me he followed step by step the installation tutorial here in:
http://www.megadrum.info/configtool/
He installed Java 6 from the sun webpage, and then the tool.
and everything went ok, except for the MidiPort.dll that could not be copied due to Vista permission restrictions. See the "Tips" tab in the help manual to see how to manually install the MidiPort.dll.