You could find more information about visual appearance of RadMenu (the control used in Site Menu) in the online help http://www.telerik.com/help/aspnet/menu/
, chapter “Controlling the visual appearance”. You will find details about defining a custom look for the RadMenu control. The most important thing is that Telerik RadMenu is completely controlled with skins and you should create your own custom skin to change successfully its appearance.
Don't hesitate to contact us if you need any further assistance.
Hope this helps.
the Telerik team