Items is not a property that is a collection. Items requires a parameter to indicate which item you're referencing. Your best bet is to do a for loop based upon myMenuItem.count as your upper limit and then iterating through myMenu.items(i) to get each individual item.
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The For Each statement works with arrays and collections. As Robert mentioned, the Items property of the MainMenu object is not an array or collection, so you should access separate menu items by index. Here is a sample script:
<font class="small">Code:</font><hr /><pre>
Dim i, myMenu
Set myMenu = Aliases.notepad.wndNotepad.MainMenu
For i = 0 to myMenu.Count-1