We manually added the spacers by adding <li> tags by hand between the menu items after using css menu writer to generate the base menu.
View the source code, you can see them referenced as "menuspacer" and they have the etched vertical line you are talking about as their background image.
The WebAssist web site menus were built using the css menu writer code as a base, but we did a lot of updates by hand to get it to look exactly how it does. These updates cannot always be done in the menu writer interface alone.