Put menu in more options.

Create One wizard object like below

class wizard_wizard(models.TransientModel):
    _name = "wizard.wizard"

Add Your Field as per your requirements like as below

    name = field.Char('Name')


Now Create One view for wizard like below

<?xml version="1.0" encoding="utf-8"?>
<openerp>
    <data>
    <record id="wizard_wizard_view" model="ir.ui.view">
            <field name="name">wizard.wizard.form</field>
            <field name="model">wizard.wizard</field>
            <field name="arch" type="xml">
                <form string="Wizard">
                    <footer>
                        <button name="your_method" string="Wizard" type="object" class="oe_highlight"/>
                        or
                        <button string="Cancel" class="oe_link" special="cancel" />
                    </footer>
                </form>
            </field>
        </record>

        <act_window id="wizard_wizard_action"
            name="wizard"
            src_model="object.object" #on which object you have to put menu
            res_model="wizard.wizard"
            view_type="form" view_mode="form"
            key2="client_action_multi" target="new"/>
    </data>
</openerp>