The NRL site is doing it with CSS. Since the DNNMenu output is an Unordered List (<UL>) it uses display:inline to make the list horizontal.
Look at the subnav items below to see how it is done: (also check out this article for an explanation of how to use CSS to do this)
#mainnav { width: 950px; height: 56px; padding: 0px 0px 0px 21px; margin: 0px; background:url(/images/nav/navbg.gif) no-repeat; }
#mainnav #nav { list-style: none; margin: 0px; overflow: hidden; padding: 0px; }
#mainnav #nav li { margin: 0px; padding: 0px; display: inline; list-style-type: none; float: left; height: 56px; }
#mainnav #nav a, #nav a.normal { height: 17px; overflow: hidden; display:block; border-left: 1px solid #28752f; }
#mainnav #nav a:hover, #mainnav #nav a.selectedNav { background-position: 0 -17px; }
#mainnav #home a.selectedNav, #mainnav #clubs a.selectedNav, #mainnav #repgames a.selectedNav, #mainnav #news a.selectedNav, #mainnav #bigpondvideo a.selectedNav { background-position: 0 -17px; }
#mainnav #nav a span { display: none; }
#mainnav #nav li.memberDetails span { padding-top: 7px; padding-right: 5px; display: block; }
#mainnav #nav li.memberDetails a { border:none; display: inline; text-transform: uppercase; font-size: 9px; color: #358232; }
#mainnav #nav li.memberDetails a:HOVER { text-decoration: underline; }
#mainnav #home a { width: 51px; background: url(/images/nav/home.gif) no-repeat; }
#mainnav #clubs a { width: 55px; background: url(/images/nav/clubs.gif) no-repeat; }
#mainnav #repgames a { width: 79px; background: url(/images/nav/repgames.gif) no-repeat; }
#mainnav #getinvolved a { width: 91px; background: url(/images/nav/getinvolved.gif) no-repeat; }
#mainnav #news a { width: 53px; background: url(/images/nav/news.gif) no-repeat; }
#mainnav #events a { width: 61px; background: url(/images/nav/events.gif) no-repeat; }
#mainnav #tipping a { width: 61px; background: url(/images/nav/tipping.gif) no-repeat; }
#mainnav #competitions a { width: 94px; background: url(/images/nav/competitions.gif) no-repeat; }
#mainnav #bigpondvideo a { width: 99px; background: url(/images/nav/bigpondvideo.gif) no-repeat; }
#mainnav #mobile a { width: 61px; background: url(/images/nav/mobile.gif) no-repeat; }
#mainnav #members a { width: 89px; background: url(/images/nav/members.gif) no-repeat; }
#mainnav ul.subnav { position: absolute; clear: right; left: -999px; padding-top: 6px; border: 1px solid red;}
#mainnav ul.subnavShow { position: absolute; clear: right; padding: 0px; margin: 0px; border: none; width: 950px; margin-top: 8px; padding: 0px; left: auto; padding-top: 6px; }
#mainnav ul.subnav li { margin: 0px; padding: 0px; display: inline; list-style-type: none; float: left; }
#mainnav ul.subnav li a, ul.subnavShow a { color:#787878 !important; text-transform:uppercase; margin-right:10px; font-size:9px; text-decoration:none; padding: 0px;}
#mainnav ul.subnav li a:hover, ul.subnavShow a:hover { color:#000 !important; text-decoration: none; }
#mainnav #tmClubLvl2 { z-index: 5; margin-left: -51px; }
#mainnav #tmClubLvl2 li a { display: inline; border: none; background: none; width: auto; }
#mainnav #tmRepLvl2 { z-index: 6; margin-left: -106px; }
#mainnav #tmRepLvl2 li a { display: inline; border: none; background: none; width: auto;}
#mainnav #tmNewsLvl2 { z-index: 7; margin-left: -276px; }
#mainnav #tmNewsLvl2 li a { display: inline; border: none; background: none; width: auto;}
#mainnav #tmMMLvl2 { z-index: 8; margin-left: -545px; }
#mainnav #tmMMLvl2 li a { display: inline; border: none; background: none; width: auto;}