Nope, if you use the format I gave you then you can have the menu file anywhere you like and just point to it from the various other directories. The tough part is that servers can be configured differently to have different paths and you've gotta figure out the right path for your server.
Try this method, create a php file with the following content, nothing else:
Put this file in the same directory as your menu file then go to the php file in your browser. It will tell you exactly the server path to the directory in which your menu file resides. Then just use that in your include statement using the format I gave you above. For instance, if the path says the following:
Then you would create an include like this: