Most likely the image files generated along with the other menu files have not been uploaded properly. Please make sure that when you generate the menu code and files, all files are uploaded to the server, including the image files.
Since many popular web browsers (e.g. most versions of Internet Explorer) do not support coded gradients, gradient colors are achieved by means of creating image files that you must upload along with other menu files such as CSS. This ensures that gradient colors will work on all web browsers.
Please make sure that your HTML code contains a valid DOCTYPE declaration.
Click here for instructions on how to do it.