Are the menus unchanged from when you uploaded them (with the other Site Sculptor files and folders), or have you added the menus as editable regions in the CMS and added or altered the links from there?
If the latter, you could check that the correct path for remote root has been entered in to the CMS database.
If the former, you could try the following:
Check these files on your remote server:
CSSMenuWriter/cssmw/menu.php
CSSMenuWriter/cssmw_content/menu.php
CSSMenuWriter/cssmw_home/menu.php
Try altering the second line of each (after backing up the files) from:
$WA_remoteRoot = "" . $WAGLOBAL_pcms_remote_root . "";
to:
$WA_remoteRoot = "/";
Don't forget to back up the three files first.