"My menus appear above modal boxes, slideshows, lightbox dialogs, etc.
Is there something I can do about that?"
Yes, just change the "Z-Index" property of your AllWebMenus project to a lower value than the z-index value of the modal element you are using:
If you do not know the z-index value of the modal box, just experiment with different values in AllWebMenus (like "zero"). Just make sure that changing this value does not cause your submenus appear under other page elements with higher z-index value (if any).
See also:
My submenu is not appearing over a flash element. What can I do?
