EnsRegis: There is no setting. Some bars are set to extract the menus from apps, and put them on the bar. Most of the bars that do these are OSX ports. And with ANY ObjectBar Theme, you can hold down ctrl, and drag the menu off of the bar. (!BUT! remeber the bar must be a part of OB, and not a windows menu)
Speak up is you need more helo, or if that didn't make any sense. (I'M not even sure if I made any sense)