I have the same issue. I have all of the proper files. All dll's, .net framework, directx. I've tried all compatibility modes. I've tried different injectors and all current hacks. I've cleaned my combat arms folders, I've used the CA helper.
I very strongly suspect that Nexon and Hackshield have come up with a hidden application, extension or file or something to block menus from popping up on computers that have been used by banned players. I have been unable to find it. I've scoured the temp folder and the registry values. Nothing unusual.
I am really at a loss. I've deleted and re-installed. The only thing I have not done is erased my hard drive and re-installed my os. Which I believe probably would work. I value my movies more than Combat Arms, though.
What is going on with the disappearing menu anyway? Does anyone have a definitive answer for us?