there are some aum numbers about that, the last one is AUM68.
I personally have created a small dummy level (just a black box) that starts at gamestart. Over that black box goes my menu panel with buttons.
By clicking New Game a new level is loaded.
By clicking About, Credits etc. again the dummy level is loaded and the Credit/About-panel appears over it. Essentially you always return to that dummy level/menu panel.
This way one can make sure that all entities, bitmaps and processes from the previous level are really stopped and unloaded.