While Rdr.Read
NavigationMenu.Items.Clear()
you always clear your menu!
and if your code
If Rdr("Home") = "Y" Then
mnuItems.NavigateUrl = "~\Home.aspx"
mnuItems.Text = "Home"
NavigationMenu.Items.Add(mnuItems)
Else
NavigationMenu.Items.Remove(mnuItems)
is not Y then you wnat to delete a non existing menuitem.
Better do a debug and see in what line the error comes up.