Ok... I did manage to get the menus to show (well at least on my computer...) but I have a friend that is having the same problem, only he is using the Pete's D3D video plugin... how do you configure that plugin specifically?..
Oh that is simple. Open the PlugIN Menu, click on configure. Then enable the special game fixes and cklick on "..." which is right to this. Then enable "G4 polygon cache". This should enable the battle menus. If there are still problems, you should download the latest GPU PlugIn from Pete's Homepage.