The newer versions of SimpleMenu allows for an easy way of adding custom themes.
There are two main ways to add new SimpleMenu themes:
1. In the simplemenu themes folder;
2. In your theme folder.
If you look under the simplemenu folder, you will see a sub-folder named themes. You can place your own specialized themes in that folder to make them available system-wide (i.e. if you are using many themes or use one Drupal installation for many websites.) In other words, this folder is viewed as a global theme folder.
The themes folder ...