In the past I have checked if the mouse is below an allowed area, or in a range, that way it can only choose those on the map. Or I have also given the sprites boolean instance variables like "Selectable" and if that one is false you can't select it.
You can set individual instance variables to different values in the editor.
In other words, when a sprite is clicked, check to make sure is above the menu.
or if the instance variable "IsMenu" is set, allow the click on the menu.