[Victor D]

just the same (wrap links with li elements of the specific class and define this elements style in css):

{capture name=menu}
	{if $active_modules.Fancy_Categories}
  		{include file="modules/Fancy_Categories/categories.tpl"}
  		{assign var="additional_class" value="menu-fancy-categories-list"}
	{else}
		{assign var=thiscat value=$cat}
		{assign var=par value=0}
		{foreach from=$categories item=cats}
			{assign var=Mcatid value=$cats.categoryid}
			{foreach from=$allsubcategories.$Mcatid item=subb}
  				{if $subb.categoryid eq $thiscat}
    				{assign var=par value=$subb.parentid}
  				{/if}
			{/foreach}
		{/foreach}
  		<ul>
    	{foreach from=$categories_menu_list item=c}
      		<li><a href="home.php?cat={$c.categoryid}" title="{$c.category|escape}">{$c.category}</a></li>
			{assign var=in value=$c.categoryid}
			{foreach from=$allsubcategories.$in item=cat}
				{if $cat.parentid eq $c.categoryid}
					<li class="subcat"><a href="home.php?cat={$cat.categoryid}">{$cat.category}</a></li>
				{/if}
			{/foreach}
		{/foreach}
  		</ul>
  		{assign var="additional_class" value="menu-categories-list"}
	{/if}
{/capture}
{include file="customer/menu_dialog.tpl" title=$lng.lbl_categories content=$smarty.capture.menu}