[kh99]

Try using hook parse_templates. If it still doesn't work, try this as a test:

ob_start();
  //require_once('/home/XXXX/public_html/Web/Kellys_New_Menu.php');
  $kellysmenu = "This is Kelly's Menu";
ob_end_clean();
vB_Template::preRegister('header',array('kellysmenu' => $kellysmenu));

BTW, you definitely want to use {vb:raw kellysmenu} in the template (assuming you have some version of vbulletin 4).