It sounds like AutoCAD has lost the cui file (used to be mnu) have you lost all the format, tools, draw, etc file menus as well?. We had this on several machines running 2004. You'll need to go into the options dialogue box (type _options at the command line) and reset the location of the Customization Files->Main Customization File
It should be something like.
C:\Documents and Settings\your.name\Application Data\Autodesk\ADT 2006\enu\Support\ACAD
If it's not there, try the all users section of Docs and Settings instead of your name.