I use vector.StrokeRect to draw a green rectangle around the active menu item. Normally the "New Game" should have a green rectangle around it; however I had several people tell me that they cannot see the green rectangle. It might be a compatibility bug or something else; I am not sure. This is how the menu normally looks for me when I launch the game:
The workaround for this bug is to hit Enter to launch the active menu item and it will be launched even if you cannot see the rectangle around it. Keys up, down on the keyboard can be used to choose the active menu item