Sorry if I was unclear in my last post. It's fine to have two CSSMenus on the same page, and your plan for the 1 x horizontal and 1 vertical is a sound idea.
What I was getting at before, is that you had the page pointing to each cssmw item (cssmw0 and cssmw8) in more than one location. I believe that this was what was causing you to have varying results in the way the menus looked (e.g the bold / normal text).
All that needed to happen with your page was to remove the references to the duplicate css files. There was nothing wrong with having the vertical menu the way you had it, you were on the right track, - there was just a little confusion about the stylesheets.
If I was unclear, I apologise. If you need any more help with this, post back.
Edit: Just to add to that, - as your top horizontal menu will be the same on each page, you will only need to have created this the one time. For the vertical menu, this will (I take it) be different on each page. As long as you don't change the directory structure of your site, these vertical menus will create new menu include pages (cssmw/menu.php, cssmw0/menu.php, cssmw1/menu.php etc.), and you can use the same CSSMenuWriter style preset for each one.