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. There’s lots of free JavaScript menus like this, e.g. using jQuery, which I’d personally use since it would make styling the menus using CSS a relatively simple task, (not to mention how easy it is to get great effects with jQuery with few lines of code). Try googling "javascript slide menu", or "jquery slide menu". I think I had some links...even to video tutorials...if I find any will post them here..but google is your best friend in this case 
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The best solution is mixing wayfinder and a js effect to have a javascript and dynamic menu.
that is the final goal
if you know any good links... feel free to post them
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Creating menu is very simple by wayfinder with &activeParentRowTpl and &hereTpl parameters.
and about the menu effect, i tried Animated Collapsible DIV.
It is a jquery plugin which uses COOKIES to show current page and category in menu. it means when visitor expands a category and click on a subcategory, this category will be expanded in new page.
the demo show you a simple slide but i have seen a nice menu like your link by this plugin.
The best solution is mixing wayfinder and a js effect to have a javascript and dynamic menu.
<a href="javascript:animatedcollapse.toggle('MenuItem1')"><a href="javascript:animatedcollapse.toggle('[+wf.link+]')">
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Yeap... that helped me alot
Would these two posts be helpful to show you how to implement in Wayfinder?
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<li[+wf.classes+]><span ...... >[+wf.linktext+]»</span>[+wf.wrapper+]</li>