Hi Philippe,
Sorry for the delay in response, the holidays have had us away from our computers. This should be doable, but I'm not sure if it will require Full Trust or not. Take a look at the Window.CommandBars object. The following tutorial describes how to edit the command bars, but I think I remember that you are able to invoke a command menu using this object or something like it as well.
If you figure this out, please post back with your results. Thanks!
http://msdn2.microsoft.com/en-us/library/aa192513(office.11).aspx
Matt Faus / Microsoft InfoPath MVPQdabra® Software / Streamline data gathering to turn process into knowledge