Michael Washington demonstartes using a behavior to dynamically create a Windows Phone 7 ApplicationBar.
Source: OpenLight Blog
At this time, the Windows Phone ApplicationBar does not allow you to bind to it. To manipulate it ,you need to use code behind. This is only a problem if you are using View Model (MVVM) , because you don’t have your code nice and tidy in your View Model like you are used to when coding Silverlight 4 (at this time the Windows Phone 7 uses a version of Silverlight 3).
Source: Kirupa's Blog
The menubar concept is great because it provides your users with easy access to common operations you want to perform. The equivalent of the menubar on the Windows Phone is the ApplicationBar. Much like the menubar in desktop applications, the ApplicationBar also provides your users with easy access to common operations, and it does so via clickable Buttons and MenuItems that expand and collapse as you play with it.