"tlbdata.xml" shows up in every menu

In the version 5.x this option can be found in:
TLB Settings->Options->General->Show hidden files

Also you can set the filter for menus: right-click in the menu and select "Customize menu..."

If you see setup.ini and tlbdata.xml files in your menus then maybe something incorrect in your TLB configuration. TLB shows these files only in the virtual folder, but if you have setup.ini and tlbdata.xml, then the content of the virtual folder is located inside the TLB toolbar (in this toolbar or inside other toolbar if you are using two or more TLB toolbars).