Depending on the version of Dreamweaver you have and the SpryMenuBar you are using follow the below instructions;
CS5 - Spry Menu Bar 2.0 (Spry 1.7) - Spry-UI-1.7/css/Menu/basic/SpryMenuBasicSkin.css - line 30 (.menuBar) set the font you want here. Then delete line 118 (.MenuBar .SubMenu .MenuItem), that changes the font for the submenu
CS5 & Earlier versions - Spry Menu Bar 1.0 (Spry 1.6) - SpryAssets/SpryMenuBar*.css (replace * with Vertical or Horizontal depending on the style) - By default this menu has no font defined. It takes the font from your parent CSS document. If you want to define a different font for the menu, add the font-family CSS attribute to ul.MenuBar* which starts at line 14
Both assumptions are if nothing changed in the document, so line numbers may vary slightly which is why the references to the CSS elements are there. If you need further help, please post back with what version of DW and SpryMenuBar you are using.
Cascading Stylesheets cascade. Which means you may have CSS rules elsewhere in your stylesheets or HTML code that are overriding your Sprymenu fonts.
Do a code validation check to ensure your markup and CSS is error free.
HTML - http://validator.w3.org/
Then, can you post a URL to your test page so we can see what you see?
Tried it, doesn't work.
I don't have my website up yet, but I can post a link when I do get it up. Looked back through my code...nothing I can find that would be overriding it.
Can you just post the CSS code from your Spry Menu?