If you are not doing anything fancy with the menu, it is easier to put menu ID 600 with the lpszMenuName for your call to RegisterClassEx, and NULL for hMenu in CreateWindowEx. You can then drop the LoadMenu and SetMenu calls (use GetMenu if handle needed later).
The call to SetMenu doesn't have a valid [hWnd] since the window hasn't been created yet, and that call isn't needed anyways if you use [hMenu] in CreateWindowEx (if you use NULL here, then SetMenu goes after).