#!/usr/bin/env python
# -*- coding: utf-8 -*-
from PyQt4 import QtCore, QtGui
import sys
class MyWindow(QtGui.QMainWindow):
    def __init__(self, parent = None):
        QtGui.QMainWindow.__init__(self, parent)
        self.setWindowFlags(QtCore.Qt.Window |
                            QtCore.Qt.WindowSystemMenuHint)
        # Menu configure
        self.menuFile = QtGui.QMenu("&File")
        self.actOpen = QtGui.QAction("Open", None)
        self.actOpen.setShortcut(QtGui.QKeySequence.Open)
        self.actOpen.triggered.connect(self.on_open)
        self.menuFile.addAction(self.actOpen)
        self.menuBar().addMenu(self.menuFile)
    def on_open(self):
        print("Выбран пункт меню Open")
        #Вызов диалога в котором надо управлять фокусом
        f = QtGui.QFileDialog.getOpenFileName(parent=self,
                                              caption="Open File")
        print "Selected file: ", f
app = QtGui.QApplication(sys.argv)
window = MyWindow()
window.show()
sys.exit(app.exec_())