diff --git a/include/wx/msw/frame.h b/include/wx/msw/frame.h
index b7404bddc2..177bbb65b4 100644
--- a/include/wx/msw/frame.h
+++ b/include/wx/msw/frame.h
@@ -132,9 +132,18 @@ protected:
     // wxMDIChildFrame
     bool MSWDoTranslateMessage(wxFrame *frame, WXMSG *msg);
 
+#if wxUSE_MENUS
+    // handle WM_EXITMENULOOP message for Win95 only
+    bool HandleExitMenuLoop(WXWORD isPopup);
+
     // handle WM_(UN)INITMENUPOPUP message to generate wxEVT_MENU_OPEN/CLOSE
     bool HandleMenuPopup(wxEventType evtType, WXHMENU hMenu);
 
+    // Command part of HandleMenuPopup() and HandleExitMenuLoop().
+    bool DoSendMenuOpenCloseEvent(wxEventType evtType, wxMenu* menu, bool popup);
+#endif // wxUSE_MENUS
+
+
     virtual bool IsMDIChild() const { return false; }
 
     // get default (wxWidgets) icon for the frame
diff --git a/src/msw/frame.cpp b/src/msw/frame.cpp
index c9c90a78c7..31886a93ef 100644
--- a/src/msw/frame.cpp
+++ b/src/msw/frame.cpp
@@ -855,29 +855,40 @@ wxFrame::HandleMenuSelect(WXWORD nItem, WXWORD flags, WXHMENU WXUNUSED(hMenu))
     return false;
 }
 
-bool wxFrame::HandleMenuPopup(wxEventType evtType, WXHMENU hMenu)
+bool
+wxFrame::DoSendMenuOpenCloseEvent(wxEventType evtType, wxMenu* menu, bool popup)
 {
-    // we don't have the menu id here, so we use the id to specify if the event
-    // was from a popup menu or a normal one
-
-    int menuid = 0;
-    wxMenu* menu = NULL;
-    if (GetMenuBar())
-    {
-        menu = GetMenuBar()->MSWGetMenu(hMenu);
-    }
-    else if ( wxCurrentPopupMenu && wxCurrentPopupMenu->GetHMenu() == hMenu )
-    {
-        menu = wxCurrentPopupMenu;
-        menuid = wxID_ANY;
-    }
-
-    wxMenuEvent event(evtType, menuid, menu);
+    wxMenuEvent event(evtType, popup ? wxID_ANY : 0, menu);
     event.SetEventObject(this);
 
     return HandleWindowEvent(event);
 }
 
+bool wxFrame::HandleExitMenuLoop(WXWORD isPopup)
+{
+    return DoSendMenuOpenCloseEvent(wxEVT_MENU_CLOSE,
+                                    isPopup ? wxCurrentPopupMenu : NULL,
+                                    isPopup != 0);
+}
+
+bool wxFrame::HandleMenuPopup(wxEventType evtType, WXHMENU hMenu)
+{
+    bool isPopup = false;
+    wxMenu* menu = NULL;
+    if ( wxCurrentPopupMenu && wxCurrentPopupMenu->GetHMenu() == hMenu )
+    {
+        menu = wxCurrentPopupMenu;
+        isPopup = true;
+    }
+    else if ( GetMenuBar() )
+    {
+        menu = GetMenuBar()->MSWGetMenu(hMenu);
+    }
+
+
+    return DoSendMenuOpenCloseEvent(evtType, menu, isPopup);
+}
+
 #endif // wxUSE_MENUS
 
 // ---------------------------------------------------------------------------
@@ -935,6 +946,16 @@ WXLRESULT wxFrame::MSWWindowProc(WXUINT message, WXWPARAM wParam, WXLPARAM lPara
             }
             break;
 
+        case WM_EXITMENULOOP:
+            // Under Windows 98 and 2000 and later we're going to get
+            // WM_UNINITMENUPOPUP which will be used to generate this event
+            // with more information (notably the menu that was closed) so we
+            // only need this one under old Windows systems where the newer
+            // event is never sent.
+            if ( wxGetWinVersion() < wxWinVersion_98 )
+                processed = HandleExitMenuLoop(wParam);
+            break;
+
         case WM_UNINITMENUPOPUP:
             processed = HandleMenuPopup(wxEVT_MENU_CLOSE, (WXHMENU)wParam);
             break;