Menu option at MDI Window cant be clicked

Hi All,
I have problem with menu bar at the top of MDI child window which is not clickable. However, it will run if the shortcut key is pressed. So, problem only when it's clicked and will not respond.
When I try changing it to Open instead of MDIOpen everything is fine.

Is the menu bar not allowed in MDI child window? If yes, is there a work around to still have menu bar in MDI window?

Thanks in advance.