I think it may be a problem with your frameset layout and/or your failure to use the cross-frame feature in DHTML Menu.
I think most developers have stopped using frames, and I haven't discussed frameset usage since Version 6 of DHTML Menu. I advise against using framesets; I can't think of any good reasons to use them and they're difficult to use correctly. Having said that, if you still want to try to use a frameset, go to http://pittwebs.com/sothink6/
, select "Advanced Techniques" from the menu, and select the link that says, "Frameset: Creating A Cross-Frame Menu." Those instructions were written for Version 6 and may not be directly applicable to Version 9, but they should give you a general idea of how to create a cross-frame menu.
BillUnofficial DHTML Menu Resource