travelfrog,
You might want to get rid of the extra padding in your submenus (looks like they have a double border).
Maybe set the border and padding to 0 px for your menu styles?
http://www.udm4.com/manual/customising/menustyles/
Just a thought.
Also, noticed that the colors in your menu don't match the other colors in your site? Links not green etc. Might want to play with that a little.