My guess is that you somehow need to find the subwidget(probably a label) in the menu bar to attach to. I don't even know if it is possible. Menus are nested AoA's and are a PITA.

You might want to ask on the newsgroup comp.lang.perl.tk. I seem to remember way back, Jack D. had a piece of code that had balloons on a menu working. It was subclassed IIRC. Search groups.google.com for "Tk Jack balloon" and scroll down to "Improved Tk::Balloon !!"