If I may be allowed to play devil's advocate, the instructions seem to be about as clear as they can possibly be. For example, the
quick start guide is very specific about where each of the javascript files should be placed. The only thing that it isn't specific about is where to place the unordered list that comprises your menu. Because menus appear in different places for different layouts, they can't be specific about that. Furthermore, each element that can be customized is commented and liberally documented in the support manual.
Don't forget also that there are a number of working example menus, to help you see how everything fits together. Just right click on a demo page and select View Page Source, and you should be able to easily pick out the various UDM related elements of the page.
Is there any particular part of the manual that you're having problems understanding? Do you prefer pictorial documentation to words? Is the customization documentation a little too cryptic for you? We'd welcome any specific suggestions you might have.