Put this line in mainpage.aspx.
<script language="javascript" src="menu.js"></script>
You can't compile javascript to a dll, dll's are native code. Javascript is a scripting language and scripting languages are parsed and JIT compiled on the fly by an interpreter. In your case the interpreter is the Virtual Machine running in the browser or the Sun Java Runtime that is installed, depending on how the client is set up and what OS they are using.