Simpliest way to do any kind of effects or things for the menus would be to use a buffer for the actualy 'game screen' and manipulate that. And in the case of SDL, it's rather easy. In fact one function if I recall... However depending on the effect it may slow stuff down, but if the action is paused this isn't such a huge deal... just depends on what you have in mind to do.

Perhaps a much simplier effect along the same lines would be to just draw a checkerboard image(every other pixel is black or transparent to form a checkerboard) and draw that over the game screen behind the menus to bring the focus of the player's eyes up to the menus.