What kind of menus are you using?
You get different set of classes depending on whether you use the new menu system in WP 3.0 or use some of the other wordpress functions to generate it.
Based on your first post I would suggest
.sf-menu .current-cat a,
.sf-menu .current-custom-item a,
.sf-menu .current-menu-item a,
.sf-menu .current-post-ancestor a,
.sf-menu .current_page_item a,
.sf-menu .current_page_ancestor a,
.sf-menu .current_page_parent a {
color:#fff;
background: url("images/hover.gif") top left no-repeat;
}
But I see .current-menu-item as one of the selectors. This is a class that gets generated by the menu system in WP 3.0. The parents in the hierarchy gets .current-menu-parent and .current-menu-ancestor, respectively. If you are using the menus in WP 3.0 then the css would be
.sf-menu .current-custom-item a,
.sf-menu .current-menu-item a,
.sf-menu .current-menu-parent a,
.sf-menu .current-menu-ancestor a,
.sf-menu .current-post-ancestor a,
.sf-menu .current_page_item a,
.sf-menu .current_page_ancestor a,
.sf-menu .current_page_parent a {
color:#fff;
background: url("images/hover.gif") top left no-repeat;
}