The issue is likely to be the gap that appears between the level-0 and level-1 menus (currently set with a top padding of 5px).
Line 60 of your menu.css stylesheet (in the ul#cssmw > li > a, ul#cssmw > li > a:link { rule) :
padding: 5px 10px 10px 5px;
Change the top padding to zero:
padding: 0 10px 10px 5px;