I have a menu on the top of all my pages in my site, I think it's not a good idea of having to change all the pages of my site just because I want to add or remove a menu item !
I heard some people using include with php to include a menu file
is using include file a search engine friendly? I mean menus have almost all the links your site so the search engine must read them for better indexing. Besides the server must have PHP installed for this to work

I'm asking because I'm thinking of doing the same for may site.
Is it good? or there are any other search engine friendly ideas?

Read the other thread in this forum about how to make sitewide changes - it discusses the good and bad of different approaches.

Using php includes is the way to go. I use it on all my sites.
There is no adverse affect to search engines, because all the pages get rendered into html anyway and no one will know there are additional pages being included.

I actually use a lot of PHP include in my sites. On larger sites, I usually make all navigation includes. It is just easier I think.

All my menus are PHP includes as well as my breadcrumbs....