I tried to get this plug in to work for WordPress 3.5 and 3.4.2 and even tried it on a fresh install. It didn't work.
I used NetBeans 7 to debug it.
Some googling revealed that in wp-content/plugins/jquery-vertical-mega-menu/dcwp_jquery_vertical_mega_menu.php there should be a little change at line 60:
add_action( 'wp_head', array('dc_jqverticalmegamenu', 'header'),0 );
or you could try to change 'wp_head' for 'init'.
I'm afraid something has changed to the WordPress-definition of add_action wp_head lately.