I am also in search for this answer. When I make a slice I make it rollover (the slice I also have a hot spot for the dropdown menu) but when I go to the dropdown menu categories the slice image thats a rollover goes back to its normal state. I got it to stay at its rollover image but then it doesn't go back when I get out of the dropdown menu.
If you're using rollovers provided by Fireworks or Dreamweaver, then no, the top menu item won't stay highlighted because the mouse can only be over one item at a time. These menu systems are very basic.
You can check out something like Stu Nicholls CSS Play: http://www.cssplay.co.uk/menus/final_drop.html
or the menu systems from Project Seven: http://www.projectseven.com/products/menusystems/index.htm