You could just make an adjustment to the left margin (-35px) and perhaps add a left border (solid 1px #CCC), the css would end up as:
ul#cssmw ul.level-1 > li > span > a {
background-color: #005A00;
background-image: none;
border-style: none;
border-top: solid 1px #540300;
color: #FFFFFF;
display: block;
font-family: Georgia, "Times New Roman", Times, serif;
font-size: 16px;
font-style: normal;
font-weight: normal;
height: 34px;
line-height: 20px;
margin: 0px 0px 1px -35px;
border-left: solid 1px #CCC;
padding: 10px 0px 0px 20px;
text-align: left;
text-decoration: none;
width: 255px;
}
