MenuItem with ascx control

Hi Guys

Im trying to use a Menu Control and populate it at runtime, however Im stuck on the first steps as I am adding a MenuItem to the MenuControl but I would like to give the MenuItem's navigation path an ascx control. It keeps giving the error "This type of page is not seved" .. "The extension '.ascx' may be incorrect."
Im wondering if I am missing something as Ive seen somewhere where Views are required.

Thanks

...