external links and simplemenus

That sounds like a bit of an anomaly. SimpleMenu doesn't even include any JavaScript unless you're using IE6. In my testing the two work perfectly fine together. Check the screenshot.

Oh! SimpleMenu, sorry I get those two confused all the time. I'll have another look.

Okay, I can say the problem now right away. This is because SimpleMenu loads it's menu onto the page *after* the page is done loading. Meaning the whole page loads, External links fires off and adds the icons to all the links. Meanwhile, SimpleMenu is making an AJAX-like request to get the menu on page load, when it get's the result back it adds the menu to the page. However, since this is going to be done after page load, no JavaScript from the original page will affect the new menu.

You shouldn't really be using SimpleMenu as your primary form of navigation (as it looks like you are). It doesn't state clearly on the project home page, other than this:

Very useful for themes that don't have a good place to put the administration menu.

But what it should be saying here is that it's not actually good for anything but using as an administration menu. If you disabled JavaScript or visit the site from a mobile browser for example, you get NO navigation! Not to mention, this isn't indexable by Google since it's not on the page at load time. I'd highly suggest using a solution that places the menu on the page in the theme itself, not adds it to the page after load (nice_menus is a good solution, btw. Such as http://www.cu.edu).