The first thing I can see is this line
#cssmenu li.active a {
content: url("images/arrowmenunav.png");
}
Should be this:
#cssmenu li.active a:after {
content: url("images/arrowmenunav.png");
}
I've setup this jsfiddle to show it in a bit more detail http://jsfiddle.net/e3WEs/2/
In this I've used a 20px by 20px placeholder image. The negative margin should be half of your image width (10px in this case) to centre align it to the parent element.
Here is a version that will work in older browsers too (IE7 and below) http://jsfiddle.net/e3WEs/3/