The best approach may be to avoid this entirely with proper information architecture. I always try to make these have meaning themselves, but certainly with not expecting most people to click on them anyway, this does not always make sense. Instead, the way Agaricer Kathleen did it for one project is simply to have each dropdown be a separate menu.
But let's say you are stubborn and don't like that approach or are too far down the path of a big old nested primary links menu. What do you do? Call Agaric, of course (or find this web page).
