If you wanted to change just the text in the menu for XP, then do this:
tools/script editor/Scene_Title
lines: 36 - 39
where it says:
# Make command window
s1 = "New Game"
s2 = "Continue"
s3 = "Shutdown"
you just simply change the text in the quote marks..
hope that helps... if you wanted to add/delete items, i wouldn't have a clue - even i would like that answered.