If the SQL Prompt menu does not appear in the menu bar of Query Analyzer, try the following:

• Ensure SQL Prompt is configured to start with Query Analyzer.
  To do this, double-click the SQL Prompt icon in the system tray and select Start SQL Prompt when you start Query Analyzer.
• Launch Query Analyzer from the Start menu.
  SQL Prompt cannot detect that Query Analyzer has been started if it is launched from the SQL Server Enterprise Manager Tools menu or by using the RunAs command.