Access menu for new created gumball

I try to use the gumball to make the user pick a coordinate system.

At the start I was pleasantly surprised because everything looked so simple. But now I am struggling with the gumball menu that just won’t work at all.

I used the code from this sample: http://wiki.mcneel.com/developer/rhinocommonsamples/gumball

Even without any changes to it the menu won’t pop up. I made sure that the MenuEnabled flag is set to true by default, therefore I was expecting it to show up after clicking inside the circle.

Am I missing something? Do I have to implement the menu on my own?

Please help!