I found an example for "GameStateManagement" that would allow for menus and pausing. I ran the demo and was pleased. I grabbed the files and included them in my game, but do not have things hooked up properly. As it is, it still goes directly to my game. I think it looks like I'll need to insert the screenmanager code at a higher level, that will then call into my game play. I might experiment with replacing the code in the sample where their "game" is with something else just to see how my stuff might fit in.
I will probably be moving my game into a "screen object".