How do I handle click events in a data bound menu in WPF

I've got a MenuItem whos ItemsSource is databound to a simple list of strings, its showing correctly, but I'm struggling to see how I can handle click events for them!

Here's a simple app that demonstrates it:

<Window x:Class="WPFDataBoundMenu.Window1"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
Title="Window1" Height="300" Width="300">
<Grid>
    <Menu>
        <MenuItem Header="File" Click="MenuItem_Click" />
        <MenuItem Header="My Items" ItemsSource="{Binding Path=MyMenuItems}" />
    </Menu>
</Grid>

using System.Collections.Generic;
using System.Windows;

namespace WPFDataBoundMenu
{
    /// <summary>
    /// Interaction logic for Window1.xaml
    /// </summary>
    public partial class Window1 : Window
    {
        public List<string> MyMenuItems { get; set;}

        public Window1()
        {
            InitializeComponent();
            MyMenuItems = new List<string> { "Item 1", "Item 2", "Item 3" };
            DataContext = this;
        }

        private void MenuItem_Click(object sender, RoutedEventArgs e)
        {
            MessageBox.Show("how do i handle the other clicks?!");
        }
    }
}

Many thanks!

Chris.