You need an ID associated with a menu item, something like:
#include "resources.h"
#include "windows.h"
IDC_MYMENU MENU
BEGIN
POPUP "&File"
BEGIN
MENUITEM "E&xit", ID_EXIT
END
POPUP "&Stuff"
BEGIN
MENUITEM "&Go", ID_GO
END
END
where resources.h would look something like:
#define ID_GO 101
[At east if memory serves, ID_EXIT will normally be pre-defined by Windows.h, so you don't need to define it.]
The ID is the value that your program will receive in the WM_COMMAND message when that menu item is selected. The values are (virtually always) in a separate header for you to include in both the RC file and your code to ensure against any mismatches.