The very first plugin to style your menu list or page listing items differently. ( i.e. custom icons for each menu! )
Go to the Plugins section of your Dashboard, click "Add New", make sure you are looking at the "Search" section (tab-less links above). There enter "PageNamed Menu Classes" in the search field, and click "Install Now". (you are probably there now) After installed, Activate it, and you're set.
If you got this by email, upload the zip to your site through the "upload" tab-less link in the "Add New" section of your "Plugins" control panel in your WP Dashboard. Then Activate.