The issue here is that the arrow is going to be as wide as the li
that it describes. The best way to do something like this is to use a css pseudo element. What you are looking at is something like:
#cssmenu li.active a:before {
content: ' ';
width: 0px;
height: 10px;
border-left: 5px solid transparent;
border-right: 5px solid transparent;
border-bottom: 10px solid black;
display: inline-block;
}
Best of luck!
Updated Fiddle: http://jsfiddle.net/XLfcY/