Ok, I've actually worked out a way around this now. Not ideal but I thought I'd post what I have done incase it helps anyone else. Or until someone can post a better solution.
I have amended line 119 of dcwp_jquery_mega_menu_widget.php from:
wp_nav_menu( array( 'fallback_cb' => '', 'menu' => $nav_menu, 'container' => false ) );
wp_nav_menu( array( 'fallback_cb' => '', 'menu' => Shared-Primary-Navigation, 'container' => false ) ); restore_current_blog();
This tells the widget to ignore the menu that is selected from the drop-down in the widget options and to switch to the main blog and use the menu named 'Shared Primary Navigation' instead.
I then created a blank menu called 'dummy menu' in my sub-domain and I placed the widget into the widget area on my sub-domain as on the top-level but instead selected my dummy menu from the drop-down (still setting the correct style options etc).
When i view the site the menu appears but it pulls in my top-level navigation. :-)