Can you point me  to the right direction please?

#region Using Statements
using System;
using System.Collections.Generic;
using System.Text;
using Microsoft.Xna.Framework;
using Microsoft.Xna.Framework.Graphics;
#endregion

namespace MayoFighter
{
    public class menu
    {
        private static int MAX = 20;
        private int menuItemCount;
        private int curMenuItem;
        private string[ menuItems;
        private Vector2[ pos;
        private double[ scale;
        private Color unselected;
        private Color selected;
        private SpriteFont font;

        public menu(Color unslectedColor, Color selectedColor, SpriteFont sp)
        {
            font = sp;
            menuItems = new string[MAX];
            pos = new Vector2[MAX];
            scale = new double[MAX];
            unselected = unslectedColor;
            selected = selectedColor;
            menuItemCount = 0;
            curMenuItem = 0;
        }

        public void addMenuItem(string name, Vector2 p)
        {
            if (menuItemCount < MAX)
            {
                menuItems[menuItemCount] = name;
                scale[menuItemCount] = 1.0f;
                pos[menuItemCount++] = p;
            }
        }

        public void update(GameTime gameTime)
        {
            for (int x = 0; x < menuItemCount; x++)
            {
                if (x == curMenuItem)
                {
                    if (scale[x] < 2.0f)
                    {
                        scale[x] += 0.04 + 10.0f * gameTime.ElapsedGameTime.Seconds;
                        //pos[x].Y += 0.04f + 10.0f * gameTime.ElapsedGameTime.Seconds;
                    }
                }
                else if (scale[x] > 1.0f && x != curMenuItem)
                {
                    scale[x] -= 0.04 + 10.0f * gameTime.ElapsedGameTime.Seconds;
                    //pos[x].Y -= 0.04f + 10.0f * gameTime.ElapsedGameTime.Seconds;

                }
            }
        }

        public void Draw(SpriteBatch spriteBatch)
        {
            spriteBatch.Begin();
            for (int x = 0; x < menuItemCount; x++)
            {
                if (x == curMenuItem)
                {
                    Vector2 p = pos[x];
                    p.X += (float)(22 * scale[x] / 2);
                    p.Y -= (float)(22 * scale[x] / 2);
                    spriteBatch.DrawString(font,
                                           menuItems[x],
                                           p,
                                           selected,
                                           0.0f,
                                           new Vector2(0, 0),
                                           (float)scale[x],
                                           SpriteEffects.None,
                                           0);
                }
                else
                {
                    Vector2 p = pos[x];
                    p.X -= (float)(22 * scale[x] / 2);
                    p.Y -= (float)(22 * scale[x] / 2);
                    spriteBatch.DrawString(font,
                                           menuItems[x],
                                           p,
                                           unselected,
                                           0.0f,
                                           new Vector2(0, 0),
                                           (float)scale[x],
                                           SpriteEffects.None,
                                           0);
                }
            }
            spriteBatch.End();
        }

        public int getSelectedNum()
        {
            return curMenuItem;
        }

        public string getSelectedName()
        {
            return menuItems[curMenuItem];
        }

        public void selectNext()
        {
            if (curMenuItem < menuItemCount - 1)
            {
                curMenuItem++;
            }
            else
            {
                curMenuItem = 0;
            }
        }

        public void selectPrev()
        {
            if (curMenuItem > 0)
            {
                curMenuItem--;
            }
            else
            {
                curMenuItem = menuItemCount - 1;
            }
        }

    }
}

jwatte:

If you want full control over how your menu items look, you can draw each one of them in a drawing package like Photoshop or Paint .NET, and then draw them as quads with a texture. You can use whatever font and effects you want in that case.