Can I create menu entry with a keyboard shortcut in its name? Why is the "&" hidden in my menu name?
First, the quick answer to the second question: To display an ampersand in a menu you have to type it twice, for example: "Sweet && Sour".
Why? The ampersand character in Windows menu is used to make the following character a keyboard accelerator (or shortcut). For example, in the screen capture from Notepad on the right, the Replace command can be called by pression Atl + E (to open the Edit menu) then R to launch the command. This is because, under the hood, the names of the menu and menu item are "&Edit" and "&Replace".
The ampersand can be inserted anywhere in a menu name to enable the following character as a keyboard accelerator.
Normally, Windows will underline the menu accelerators only when you open the menu with a keyboard shortcut. To force Windows to always display the accelerators, check the Underline keyboard shortcuts option in the Ease of Access Center section of the Windows Settings (aka Windows Control Panel).