http://bugs.winehq.org/show_bug.cgi?id=19347
--- Comment #4 from Dmitry Timoshkov dmitry@codeweavers.com 2011-04-03 00:16:52 CDT --- (In reply to comment #3)
In fact this is the MDI child window's menu. If you unmaximize the child window this menu goes away, however it does not appear on the child windows which does not seem very logical.
Child windows can't have a menu.