Can everyone who is having the "no menu" problem please let us know what version of Fallout 3 you are using - Steam, original discs, game of the year disc, etc. ? Thanks!
(For me, I found out that using the disc version of the point lookout / broken steel expansions for my Fallout 3 installation caused the no menu issue. I was able to narrow it down by unchecking each file in my load order (from the bottom up) until I got menus again. It was the point lookout .esm file.
So I rebuilt TTW using a Steam installation of Fallout 3 instead of the disc installation of Fallout 3 as my Fallout 3 source, and it worked fine and I had menus.
Interestingly, the Point Lookout - Main.bsa was a totally different size.
Other people have fixed the "no menu" problem just by re-running the TTW installer several times, either with the same directory (re-checking the installation that you already built) or in a new folder and starting from scratch, then copying the more recent installation files into the FNV folder and overwriting the old ones. )