[Lynne]

You need to add the arrow image as a background for your css:

url("/images/misc/arrow.png") no-repeat scroll right center transparent;

(May need some padding also, but I'm sure you'll see after you add it what needs to be done)

Use firebug to look at the other dropdowns and you'll see what adds the lines. It's a top-border on the <li>, I think.