First, read the manual for your game. If there isn't a manual then hardly anyone plays your game so you're kinda going to have to wing it.
The typical hack menu buttons are Delete (if one hit doesn't bring it up, try again) or Insert.
Logitech users may have to hit the FLOCK key on their keyboards to get the keys to work properly. If the menu doesn't show up you're either using a "lite" version of the hack or you're having trouble. Check the Mist FAQ for your specific problem.