It looks like they're using dhtml to make their menu - rather bulky code though - i wouldn't fancy trying to code all that lot!!
I found the sourcetec DHTML menu builder is quite good - you can pretty much wysiwyg your drop down (or side bar) menu and then just make it for one page and include itin the main code (like them, i think) or you can just insert it in DW as a script - see the menu on my webpage as an example! It's made drop downs sooooo much easier!
www.thesyp.org.uk