It does seem most likely that you haven't actually activated the
plugin code and all you are seeing is the pure CSS fallback version of
the menu. If you go to the Superfish documentation pages you will find
plenty of information about setting up menus in a variety of ways, but
specifically, look at Step 3 of the "Quick Start Guide" on the entry
page. You need to include that code to trigger the plugin's JS that
you linked to in a script tag.
http://users.tpg.com.au/j_birch/plugins/superfish/
Also, once the initialisation code has run, it will add various
classes to your menu markup, including the anchors' "sf-with-ul" class
where relevant, so you do not need to add that to your markup
manually.
Regarding the images, they come as part of the standard download (zip
archive) and are used for the arrow and the shadow. In the
superfish.css file the images are referred to like this, for example:
background: url('../images/shadow.png') no-repeat bottom right;
This means that you either need to put the images in an 'images'
folder, one level higher than the directory that the CSS file is in,
or you can change the path to point to the images if you prefer to
keep them elsewhere.
Hope this helps.
Joel Birch.
