Read the GUI help file here it is really easy ... you can "showMenu" with a trigger or a button or any other possible way. From the inspector you can change all the properties add images and rollover states. Here is a quick example ... you propably need to add another GUI rectangle as backdrop and more buttons and labels. Add the script to your camera or First person controller. Hope that helps.

var customButtonUP : GUIStyle;
var customButtonDown : GUIStyle;

private var showMenu : boolean = true; 


function OnGUI () 
    {

        if (showMenu == true)
        {
                if (GUI.Button (Rect (Screen.width/2,Screen.height/2 -50,100,50), "UP",customButtonUP))
                    {   
                        //do your thing here
                    }
                if (GUI.Button (Rect (Screen.width/2,Screen.height/2 + 50,100,50), "Down", customButtonDown))
                    {
                        //do your thing here
                    }
        }
    }