Jan,
The SCLogin module is a module. It doesn't have any option to be integrated into a menu, unless that menu module has the ability to show another module within it.
We are hoping to have a way that you can add our login popup to a Joomla menu at some point in the future, but it will take a bit of work and not something available right now.
Sorry for the trouble, and I hope you can find another way to use the SCLogin module on your site.
Thanks,
Alex