Try these changes to your code . You need have action value in your menu tag that takes the id of your ir.actiona.act_windows record. It will automatically take the name "Gamme" from the field name mentioned in the record, you dont need to specify it
<?xml version="1.0" encoding="utf-8"?>
<openerp>
<data>
<record model="ir.actions.act_window" id="action_gamme">
<field name="name">Gamme</field>
<field name="model">gamme</field>
<field name="view_type">tree</field>
<field name="view_mode">tree,form</field>
</record>
<menuitem action="action_gamme" id="menu_gamme" parent="base.menu_product"/>
</data>
</openerp>
Hope this helps....