This should do what you want...
The following lines of code add a Menu item named "My Macros", and gives you two macros to choose from.
I tested it with Word 2003 and it worked fine.
You can use it as a starting point.
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Sub AddMenuItem()
Dim cbMainMenu As CommandBar
Dim intHelpMenu As Integer
Dim cbcCustomMenuItem As CommandBarControl
On Error Resume Next
Set cbMainMenu = Application.CommandBars("Menu Bar")
'Get the position of the "Help" menu item
intHelpMenu = cbMainMenu.Controls("Help").Index
'Add a new menu item
Set cbcCustomMenuItem = cbMainMenu.Controls.Add(Type:=msoControlPopup, Before:=intHelpMenu)
cbcCustomMenuItem.Caption = "&My Macros"
'Add your macros to the pull down menu
With cbcCustomMenuItem.Controls.Add(Type:=msoControlButton)
.Caption = "Macro 1"
.OnAction = "Macro1"
End With
With cbcCustomMenuItem.Controls.Add(Type:=msoControlButton)
.Caption = "Macro 2"
.OnAction = "Macro2"
End With
End Sub
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It helps to be able to delete the menu item too, as every
time you run the code above it will create a new menu item.
So to delete the menu item...
Sub DeleteMenuItem()
'Remove a menu item
Application.CommandBars("Menu Bar").Controls("My Macros").Delete
On Error GoTo 0
End Sub
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This should get you started. I'm not a big time programmer, more of a hacker actually

Good luck.