If dont understand if your problem here is why you see the black line across the page. In this case be cafeful because the menu and the black line are not overlapping.
Another thing here I want to point is that your li elements have background-color:transparent; so even if the menu has more z-index, you will see the black line when they overlap with your elements. You will see the difference if you set background color to white and check it out.
As I mentioned, the elements are not overlapping, do this and you will have the selected tab with no black line at the bottom. Now they overlap and you dont see the black line and everything works well.
#settingNev .active a {
padding-bottom: 6px;
}
Just in case z-index: 1px is not valid, it should be z-index: 1