Ah okay I see now. I thought you meant the second level of menu was not appearing and I wasn't aware of the third level. I now do see that your third level menus are not responding to the IE z-index fix, and fortunately I can see why. An element needs to be position:relative or absolute to have z-index applied to it. If you add position:relative to the rule for .nav li li li it will then appear correctly.
Joel Birch.
