The code is as if you hadn't checked that option... I see:
<script type="text/javascript">if(window.attachEvent) { window.attachEvent("onload", function() { cssmw1.intializeMenu('cssmw1',{select_current: 0, orientation: 1}); }); } else if(window.addEventListener) { window.addEventListener("load", function() { cssmw1.intializeMenu('cssmw1',{select_current: 0, orientation: 1}); }, true); }</script>
I think you need to replace: select_current: 0 with select_current: 1
so it should be:
<script type="text/javascript">if(window.attachEvent) { window.attachEvent("onload", function() { cssmw1.intializeMenu('cssmw1',{select_current: 1, orientation: 1}); }); } else if(window.addEventListener) { window.addEventListener("load", function() { cssmw1.intializeMenu('cssmw1',{select_current: 1, orientation: 1}); }, true); }</script>