Hey, Kent. I just checked out the site and all seems to be as it should – at least in IE8. Maybe you are struggling with another browser? What version of WP and Theme are you using?
It works the same in ie8 – maybe I’m not explaining the issue very well.
When you hover over the menu item it opens up the lower child to that menu item. the problem is that it displays the 3rd level at the same time as the 2nd level, until you hover over the 2nd level and then it will work properly where the 3rd level only appears when its parent is hovered over. Hope that makes sense…