Hi Alistair,
Try adding 'outline:none' to your ' ul#cssmw0 >li > a' rules in the menu.css file:
ul#cssmw0 > li > a {
background-image: none;
border-style: none;
border-width: 0px;
color: #FFFFFF;
display: block;
font-family: Arial, Helvetica, sans-serif;
font-size: 12px;
font-style: normal;
font-weight: lighter;
height: 29px;
line-height: 32px;
margin: 0 0 0 0;
padding: 0px 0px 0px 0px;
text-align: left;
text-decoration: none;
width: 172px;
outline: none;
}