Hi Simon and welcome to our community
Sounds like you are exporting your Menubuilder as HTML. Note
you have three choices. HTML, SWF and EXE.
So you have two choices with how to handle this.
1. You can monkey with the HTML code and the images. Possibly
pulling the click box image into an image editor and creating a
transparent .GIF.
OR
2. Take the easier approach and export your Menubuilder as
SWF or EXE. Your call...
Cheers... Rick