Your page is in violation of Dynamic Drive's usage terms
, which, among other things, state that the script credit must appear in the source code of the page
(s) using the script. Please reinstate the notice first.
Next, there's no ddlevelsmenu on that page. It has a ddsmoothmenu:
But all of these:
are 404 Not Found. Try uploading them.
Oh, and there are images that can optionally be used with this menu. If you're using them, upload them to the proper places as well.
All in all, I think you would do well to go back to the demo page:
and pretty much start over step by step. Looks like you have (once you restore the on page credit) the correct markup. But all the support files appear to be missing.