Each item, or a sub item, in a menu has three states: Normal , Hover and pressed. These three states define how the button appears when activated (clicked or hovered over or pressed).
Normal - This is when nothing happens to the item, when the item just stays there untouched.
Hover - This is when a client/visitor hovers with his mouse over the item.
Pressed - That is when a client/visitor presses the item.
For each of these states you can define a different look that will occur when the menu buttons are used.
This means you can design your menu's items in each state to look however you desire. Every part of your menu can be modified using the variety of menu tools in the control panel.