Blender.Draw.Menu passes its button event 4 to the script.

Redo:

import Blender

def event(evt, val):
if evt == Blender.Draw.ESCKEY:
Blender.Draw.Exit()
return

def button(evt):
print evt
return

def gui():
Blender.Draw.Menu("bug", 8, 10, 10, 100, 20, 0)
return

Blender.Draw.Register(gui, event, button)