There are two ways to avoid this:

- Define a tab order on the entire page so all necessary controls will have their TabIndex attribute set

- Remove the attribute from the menu with JS. Here follow a couple of examples. Using RenderMode="Lightweight" also may improve the situation if you do not use the NavigateUrl of the items, so <a> elements are not rendered.

     - Solution 1: Executes when the entire page has loaded
               function removeMenuTabIndex() {
                   $telerik.$(".RadMenu[tabindex=0]").removeAttr("tabindex");
                   Sys.Application.remove_load(removeMenuTabIndex);
               }
               Sys.Application.add_load(removeMenuTabIndex);

     - Solution 2: Add just after the menu so it executes while the DOM is loading, perhaps this can facilitate screen reader compatibility

        <telerik:RadMenu runat="server" ID="rm1" RenderMode="Lightweight">
                <Items>
                    <telerik:RadMenuItem Text="first"></telerik:RadMenuItem>
                    <telerik:RadMenuItem Text="second"></telerik:RadMenuItem>
                </Items>
        </telerik:RadMenu>
        <script>
            document.getElementById("<%=rm1.ClientID%>").removeAttribute("tabIndex");
        </script>