By default, when HTC Sense is enabled, the default device-wide system menus are displayed in a customized style called HTC Menus. When Sense is disabled, these menus disappear and are replaced by the default OS system menus.
You can still have the HTC Menus working when Sense is disabled (say you want to use the OS’ own Titanium or Mobile Shell) by a simple registry tweak. You need to navigate using your Registry Editor to HKEY_LOCAL_MACHINESoftwareHTCHTCMenus, create a new DWord with the name EnableManilaCheck and set its value to 0. After a Soft Reset, you will still be able to use HTC Menus.
(Source: XDA Developers)