This is SUPER basic UI stuff. Work through pretty much any UI tutorial on Youtube.
One approach is to just make the two menus, turn one off, turn the other on depending on the state of your game. There are many other approaches.
How to report your problem productively in the Unity3D forums:
http://plbm.com/?p=220
How to understand errors in general:
If you post a code snippet, ALWAYS USE CODE TAGS:
How to use code tags: Using code tags properly