Flash the menu file onto your flashcart or NEO-KEY. WHATS THIS mean im so confused

It doesn't sound like you understand the concept of flashing and how to use Neo Power kit...
If you're confused about that, try cory's guide about using Neo Power Kit (that's the simplest one you can find)
http://www.neoflash.com/forum/index.php/topic,1568.msg5149.html#msg5149After you figure that part out, go back to the regular mk2/mk3 guide and flash the menu file the exact same way
oh, and like it says, when you flash the menu software, it's not going to show up under the rom name, but don't worry about it... it's there
BruceG