This seems like a very screwy way to fix this problem, but here's how I
solved it.
Go into domMenu.js and find the following line:
element.style.backgroundImage = 'url(' +
settings.get('expandMenuArrowUrl') + ')';
Change it to something like the following:
element.style.backgroundImage = 'url(http://www.mysite.com/arrow.gif)';
Of course, change that http address so that it correctly reflects where
arrow.gif is on your server.