I've had a look at your menu. The problem appears in IE 8 and IE 9, but not in earlier versions of Internet Explorer.
Unfortunately, the Spry Menu Bar that's included in Dreamweaver was created before IE 8 was released, and the JavaScript that controls it was designed to fix problems in older versions of IE.
To support IE 8+, you need to use Spry Menu Bar 2, which is accessed through the Adobe Widget Browser. There's a tutorial about Spry Menu Bar 2 that I wrote a couple of years ago at http://www.adobe.com/devnet/dreamweaver/articles/spry_menu_bar.html.
