First, add the correct code from the example (#4) to your page:
$(document).ready(function(){
$("ul.sf-menu").superfish({
pathClass: 'current'
});
});
(You forgot the pathClass on your page).
Then the included superfish-navbar.css
will take care of the rest.
UPDATE
<ul class="sf-menu sf-navbar sf-js-enabled sf-shadow">
<li class="current">
<a href="http://www.bonusrunner.net/#a" class="sf-with-ul">Bonusrunner<span class="sf-sub-indicator"> »</span></a>
<ul>
<li>
<a href="http://www.bonusrunner.net/#ab">Anvend Bonusrunner</a>
</li>
<li><a href="http://www.bonusrunner.net/#ab">Om Bonusrunner</a></li>
<li><a href="http://www.bonusrunner.net/#ab">Ludomani Test</a></li>
<li><a href="http://www.bonusrunner.net/#ab">Ansvarligt Spil</a></li>
</ul>
</li>
<li>
<a href="http://www.bonusrunner.net/#a" class="sf-with-ul">Casino<span class="sf-sub-indicator"> »</span></a>
<ul>
<li>
<a href="http://www.bonusrunner.net/#ab">Casino Bonus</a>
</li>
<li><a href="http://www.bonusrunner.net/#ab">Casino Guide</a></li>
<li><a href="http://www.bonusrunner.net/#ab">Casino Nyheder</a></li>
<li><a href="http://www.bonusrunner.net/#ab">No Deposit Casino</a></li>
</ul>
</li>
<li>
<a href="http://www.bonusrunner.net/#a" class="sf-with-ul">Betting<span class="sf-sub-indicator"> »</span></a>
<ul>
<li>
<a href="http://www.bonusrunner.net/#ab">Betting Nyheder</a>
</li>
<li><a href="http://www.bonusrunner.net/#ab">Betting Guide</a></li>
<li><a href="http://www.bonusrunner.net/#ab">Betting Ekspertråd</a></li>
</ul>
</li>
Note the class="current"
on the menu that is supposed to be open on the load. Tried it on downloaded code from your site and works like a charm.