- Run setup_RHPieMenu.exe
- Start Rhino
- Tools->Options->Mouse->MiddleMouse Settings select Run this macro or just simple run the following macro

NoEcho
-options
Mouse
SelectionandMiddleButton
MiddleButton = Macro
_Enter
_Enter
_Enter

- Type RHPieMenu at Rhino Prompt
- Try Middle mouse click

To set and write your own menu script: the following will produce menu from the above image
Circle;Line;OSnap
  EndPoint= Osnap EndPoint;Near;Point;MidPoint;Center;Intersection;Perpendicular;Tangent;Quadrant;Knot;None
Selall

Save to file
Load from file
Load PieMenu Settings ...
to close RHPieMenu right mouse click on systray (pie) icon and select EXIT

Download RHPieMenu (tested on Win2000 and XP)