Creating Menu

[photos1232003]

I tried a search for creating menu not to much luck.

I am first taking a already saved file and bring it up and then click
menu or create menu and this is fine it shows a 1. thumbnail

I bring up a second saved file but the menu button is greyed out but
notice that the file is at the bottom of the first file on the
sequencer but do not know how to put this file on the menu.