I faced some problems when applying a CSS style to a Menu. The thing is that the menu seems to parse the menu items into links and then applies them the style you have defined for the A elements.
To fix this I made my own styles for the A element inside the Menu style and just referenced the proper style into the Menu Control propoerty CssStyle, it looks something like:
<asp:Menu
ID="MenuPrincipal"
runat="server"
Orientation="Horizontal"
CssClass="Menu1" >
</asp:Menu>
and the CSS looks like this:
Menu1 a{
color: Black;
background-image: url('media/img.jpg');
}
Menu1 a:hover{
color: Purple;
}