This is a basic one level vertical flyout menu.
The whole menu is built with CSS - apart from the little arrow that serves as a link background there's no other images involved. The menu buttons themselves are plain text links with some CSS applied to make them more attractive.
To build this I used Easy Menu and Swap Link Class. Both of these behaviors are applied once to the menu buttons. Other than that there's just a bit of CSS to add a background image and margins to the body tag. If you do a similar menu to this don't leave out the IE conditional comment as this is needed to make the whole width of the menu button into a clickable link.
This menu took a couple of minutes to build - the steps are as follows
Open the menu in FP to see how everything works. If you want the graphics I've used (page background and arrow) grab them.