The Custom menu is where you put scripts that you want to be with you where ever you go in the OPML Editor environment.
There's a command to open the Quick Script window in the Misc menu.
Open the Quick Script window and type this: user.prefs.initials = "JF" and press Enter. Change JF to your actual initials.
Again, in the Quick Script window type this: user.prefs.flCustomMenu = true, and press Enter.
You should now see a new menu in your menu bar, with your initials in the title. You can edit that menu by choosing the Edit Menu command from the menu itself.
The menu editor is an outliner, of course. As are the scripts.
There's more about it in the Explorer's Guide to Frontier.
It goes back almost to the beginning of Frontier. :-)