The following set of keys will allow you to customize where and how menus appear on all of the special pages. You can add this block to your user.config, set them as you like, then make a small change in web.config and save it so your site picks up the changes.
<!-- Customize hidding/unhiding of menus throughout different parts of the site -->
<add key="SuppressMenuOnBuiltIn404Page" value="false"/>
<add key="HideMenusOnLoginPage" value="true" />
<add key="HideMenusOnRegisterPage" value="true" />
<add key="HideMenusOnPasswordRecoveryPage" value="true" />
<add key="HideMenusOnChangePasswordPage" value="true" />
<add key="HideAllMenusOnProfilePage" value="false" />
<add key="HidePageMenuOnProfilePage" value="true" />
<add key="HideAllMenusOnMyPage" value="false" />
<add key="HideMenusOnSiteMap" value="false" />
<add key="HidePageMenusOnSiteMap" value="true" />
Jamie