Where on the SD card do you load gmenu2x? Since it is a .gpu file I figured I would put in under utilities, but it does seem to work when I select it. I also tried under root and got a blank screen.
Extract the .zip to your root .. it should make a "gmenu2x" folder, with all its sub-folders and links ... it also makes an "autorun.gpu" file with the script to launch this menu at start-up. Look in the topic in the news section for more help, detailed links are there
It doesn't matter where you put it, as long as the script (autorun.gpe) is set to execute the right file, and that you have AutoRun enabled in the the settings menu.