Most likely your mouse is not entirely accurately reporting its position on screen. This can be caused by various things, usually unplugging the mouse and plugging it back in corrects that problem. Does it close out the menu if you mouse over Armor or Raiding under Empires of Kunark?
I should have mentioned the database pulldown works fine, but the wiki pulldown is not letting me select submenu's. Some difference in the coding on your end I'm thinking, no expert here !