I think that you are just missing a part of the menu code that should be filtering based on category. In the site go to the CSSMenuWriter folder, in here open the cssmw_home then open up the menu.php file.
In here on your line 79 should look like this:
<li><a href="<?php echo($assumedRoot); ?>Products_Results.php?Search_x=true&CategoryID=<?php echo $row_menuwriter_productcategories["CategoryID"]; ?>"><?php echo $row_menuwriter_productcategories["CategoryName"]; ?></a></li>
If your file has this line any different then you should update it to be like this. This should make the category links filter based on the category.