Parent arrow for submenu

Hello,

I found the following menu: http://www.lwis.net/free-css-drop-down-menu/.

I thought it would go great on a website that I am creating. I copied everything over, it’s working, except for one minor exception…whenever you highlight over a menu item that has a submenu it is supposed to display an arrow. I’m not sure how to do so. Right now my code for the menu looks like:
<?php wp_nav_menu( "menu_id=nav&menu_class=dropdown dropdown-horizontal&container=false&sort_column=menu_order&container_class=navigation" ); ?>
The original code looks like:

<ul id="nav" class="dropdown dropdown-horizontal">
	<li id="n-music"><a href="./" class="dir">Main Nav Link</a>
		<ul>
			<li><span class="dir">Sub-Menu Link</span>
				<ul>
					<li><a href="">Your Link Here</a></li>
				</ul>
			</li>
		</li>
</ul>

The only thing my code is missing is the “dir” classes, one is on the Main Nav Link, the other is on the Sub-Menu Link.

Any ideas on how I can add the “dir” class to the WordPress menu? I think I can do it with a walker, but I don’t know how to write or call the function.

I am using the “MTV.com horizontal css drop-down menu” menu.

Thanks,
Josh