In version 8, you can just do it from the dialog interface, scroll down to the 'Menu' option, and select the name of the menu you created (view screenshot)
If you can't do that, you could edit the resource file directly, for example:
IDD_MAIN DIALOGEX 0, 0, 186, 94
STYLE DS_SETFONT | DS_MODALFRAME | DS_FIXEDSYS | WS_POPUP | WS_CAPTION | WS_SYSMENU
CAPTION "Dialog"
MENU IDR_MENUNAME
FONT 8, "MS Shell Dlg", 400, 0, 0x1
BEGIN
DEFPUSHBUTTON "OK",IDOK,129,7,50,14
PUSHBUTTON "Cancel",IDCANCEL,129,24,50,14
END
And, if all else fails, you can do it programically:
int CALLBACK WndProc(
HWND hwnd,
UINT msg,
WPARAM wParam,
LPARAM lParam)
{
switch ( msg ) {
case WM_INITDIALOG:
{
HINSTANCE hInstance = GetModuleHandle( NULL );
SetMenu( hwnd, LoadMenu(hInstance, MAKEINTRESOURCE(IDR_MENU1)) );
}
break;
case WM_CLOSE:
{
EndDialog( hwnd, 0 );
}
break;
}
return 0;
} Hope this helps.
Unsolved 
