If you are using the new menu system you can do it.
Put data as the third parameter in menu_additem
Then you can retrieve the data in the menu_handler like:
Code:
//now lets create some variables that will give us information about the menu and the item that was pressed/chosen
new data[6], iName[64]
new access, callback
//heres the function that will give us that information (since it doesnt magicaly appear)
menu_item_getinfo(menu, item, access, data,5, iName, 63, callback)