I wish applet (with configurable menu-list and commands) for removable devices, which I could mount/unmount by click it in menu.
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This is not the job of a window manager I guess. But you can integrate any kind of program to your menu with the "menuprogreload" keyword. Write your own mount-script which dumps the submenu to standard output and integrate it to your main menu like this:
menuprogreload "Removable Media" - 0 /path/to/mount-menu-script
You won't find the menuprogreload command in the icewm documentation which is very out-dated.