Paul has got some great advice. And, if it helps, the two files that you want to look at are:
<link rel="stylesheet" media="screen" href="/css/superfish.css" type ="text/css"/> <link rel="stylesheet" media="screen" href="/css/superfish-vertical.css" type="text/css" />
which can be found by looking at View Source as suggested. However, I actually didn't create these two files: they were downloaded straight from the Superfish site. What I would suggest is to try use View Source on my site and also on the Superfish site so that you can get a few examples of how the vertical menu works. If it's still too confusing, definitely write back again.