The YoYo marketplace has a number of pause menu downloads, some free, some paid.
You might want to take a look at them.
Basically want you want to do, is deactivate all instances, save a copy of the application surface, create a pause object so there is one active instance handling the pause menu and in that objects draw event, draw the saved copy of the surface to screen.
And also have the object checking for the player to press the unpause key.
When they unpause, just reactivate all instances and destroy the pause object.
If you search the forums there are example posts on how to do this as well.