Also in etwa so:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01//EN" "http://www.w3.org/TR/html4/strict.dtd">
<html>
<head>
<title>Menu-Box</title>
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1">
<style type="text/css">
<!--
a:link, a:visited {
background: url(dot.gif) no-repeat;
border: 1px #fff solid;
display: block;
padding-left: 20px;
text-decoration: none;
width: 128px;
}
a:hover {
text-decoration: underline;
}
// -->
</style>
</head>
<body>
<div style="background-color: #aaa; border: 1px blue solid; width: 150px;">
<div style="background-color: #666; border: 1px #fff solid; padding: 10px 0px; text-align: center;">Menu</div>
<div style="background-color: #ccc; border: 1px #fff solid; padding-left: 5px;">Überschrift 1</div>
<a href="#">Link 1</a>
<a href="#">Link 2</a>
<a href="#">Link 3</a>
<a href="#">Link 4</a>
<div style="background-color: #ccc; border: 1px #fff solid; padding-left: 5px;">Überschrift 2</div>
<a href="#">Link 1</a>
<a href="#">Link 2</a>
<a href="#">Link 3</a>
<a href="#">Link 4</a>
</div>
</body>
</html>
Farben hab ich nicht bedacht, CSS ist auch nicht ausgelagert. Aber das kannst du ja auch machen :).