If I add a submenu to a menu item, then the submenu is not being styled properly. One can only style the menuitem at this point, and not the actual sub menu. Hence one can't replace the IsMouseOver styling which then just defaults to whatever theme is enabled on windows.
How can one style the submenu?
<Style TargetType="{x:Type MenuItem}">
<Setter Property="Background" Value="#0f3c5a"></Setter>
<Setter Property="Foreground" Value="White"></Setter>
<Style.Triggers>
<Trigger Property="IsHighlighted" Value="True">
<Setter Property="Background" Value="Black"></Setter>
</Trigger>
<Trigger Property="IsEnabled" Value="False">
<Setter Property="Foreground" Value="LightGray"></Setter>
</Trigger>
</Style.Triggers>
</Style>
<Style TargetType="{x:Type ContextMenu}">
<Setter Property="OverridesDefaultStyle" Value="True"/>
<Setter Property="SnapsToDevicePixels" Value="True"/>
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="{x:Type ContextMenu}">
<!--Here is where you change the border thickness to zero on the menu-->
<Border BorderThickness="0" x:Name="Border" >
<StackPanel ClipToBounds="True" Orientation="Vertical"
IsItemsHost="True"/>
</Border>
<ControlTemplate.Triggers>
<Trigger Property="IsMouseOver" Value="true">
<Setter TargetName="Border" Property="Background" Value="#5082a4" />
</Trigger>
</ControlTemplate.Triggers>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
and then something like this for the menu
<ContextMenu Closed="ContextMenu_Closed" >
<MenuItem Command="k:Window1.NewCommand" >
<MenuItem Command="k:Window1.DeleteCommand"/>
</MenuItem>
...
Everything on the NewCommand layer is styled properly, going inside NewCommand to view DeleteCommand the MenuItem itself is styled properly, but the actual menu is defaulting to the Windows theme styling and I see no way over overwriting that so far. The most important part is to get the IsMouseOver of submenu's to maintain the same look and feel as the main menu structure.
As promised, here's the code. Thanks for your help Jay, lead me in the right direction to finally find an answer on MSDN http://msdn.microsoft.com/en-us/library/ms752296.aspx MenuItem and ContextMenu control the styling for the base menu, and the other two are for the submenu items. Jay's way may have worked, but I couldn't get it to unfortunately. This works perfectly though, and probably allows for much more control over the submenus styling.
<UserControl.Resources>
<!-- Separator -->
<Style TargetType="{x:Type Separator}"
x:Key="SeparatorStyle">
<Setter Property="Height"
Value="1" />
<Setter Property="Background"
Value="#0f3c5a" />
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="{x:Type Separator}">
<Rectangle Height="{TemplateBinding Height}"
Fill="White" />
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
<!--Outer menu items-->
<Style TargetType="{x:Type MenuItem}">
<Setter Property="Background"
Value="#0f3c5a"></Setter>
<Setter Property="Foreground"
Value="White"></Setter>
<Style.Triggers>
<Trigger Property="IsHighlighted"
Value="True">
<Setter Property="Background"
Value="Black"></Setter>
</Trigger>
<Trigger Property="IsEnabled"
Value="False">
<Setter Property="Foreground"
Value="LightGray"></Setter>
</Trigger>
</Style.Triggers>
</Style>
<!-- Outer menu -->
<Style TargetType="{x:Type ContextMenu}">
<Setter Property="OverridesDefaultStyle"
Value="True" />
<Setter Property="SnapsToDevicePixels"
Value="True" />
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="{x:Type ContextMenu}">
<!--Here is where you change the border thickness to zero on the menu-->
<Border BorderThickness="0"
x:Name="Border"
Background="Transparent">
<StackPanel ClipToBounds="True"
Orientation="Vertical"
IsItemsHost="True" />
</Border>
<ControlTemplate.Triggers>
<Trigger Property="IsMouseOver"
Value="true">
<Setter TargetName="Border"
Property="Background"
Value="#0f3c5a" />
</Trigger>
</ControlTemplate.Triggers>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
<!-- SubmenuItem -->
<ControlTemplate x:Key="{x:Static MenuItem.SubmenuItemTemplateKey}"
TargetType="{x:Type MenuItem}">
<Border Name="Border">
<Grid>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="Auto"
SharedSizeGroup="Icon" />
<ColumnDefinition Width="*" />
<ColumnDefinition Width="Auto"
SharedSizeGroup="Shortcut" />
<ColumnDefinition Width="13" />
</Grid.ColumnDefinitions>
<ContentPresenter Name="Icon"
Margin="6,0,6,0"
VerticalAlignment="Center"
ContentSource="Icon" />
<Border Name="Check"
Width="13"
Height="13"
Visibility="Collapsed"
Margin="6,0,6,0"
Background="#0f3c5a"
BorderThickness="1"
BorderBrush="#5082a4">
<Path Name="CheckMark"
Width="7"
Height="7"
Visibility="Hidden"
SnapsToDevicePixels="False"
Stroke="#5082a4"
StrokeThickness="2"
Data="M 0 0 L 7 7 M 0 7 L 7 0" />
</Border>
<ContentPresenter Name="HeaderHost"
Grid.Column="1"
ContentSource="Header"
RecognizesAccessKey="True" />
<TextBlock x:Name="InputGestureText"
Grid.Column="2"
Text="{TemplateBinding InputGestureText}"
Margin="5,2,0,2"
DockPanel.Dock="Right" />
</Grid>
</Border>
<ControlTemplate.Triggers>
<Trigger Property="Icon"
Value="{x:Null}">
<Setter TargetName="Icon"
Property="Visibility"
Value="Hidden" />
</Trigger>
<Trigger Property="IsChecked"
Value="true">
<Setter TargetName="CheckMark"
Property="Visibility"
Value="Visible" />
</Trigger>
<Trigger Property="IsCheckable"
Value="true">
<Setter TargetName="Check"
Property="Visibility"
Value="Visible" />
<Setter TargetName="Icon"
Property="Visibility"
Value="Hidden" />
</Trigger>
<Trigger Property="IsHighlighted"
Value="true">
<Setter TargetName="Border"
Property="Background"
Value="#5082a4" />
</Trigger>
<Trigger Property="IsEnabled"
Value="false">
<Setter Property="Foreground"
Value="#0f3c5a" />
</Trigger>
</ControlTemplate.Triggers>
</ControlTemplate>
<!-- SubmenuHeader -->
<ControlTemplate x:Key="{x:Static MenuItem.SubmenuHeaderTemplateKey}"
TargetType="{x:Type MenuItem}">
<Border Name="Border">
<Grid>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="Auto"
SharedSizeGroup="Icon" />
<ColumnDefinition Width="*" />
<ColumnDefinition Width="Auto"
SharedSizeGroup="Shortcut" />
<ColumnDefinition Width="13" />
</Grid.ColumnDefinitions>
<ContentPresenter Name="Icon"
Margin="6,0,6,0"
VerticalAlignment="Center"
ContentSource="Icon" />
<ContentPresenter Name="HeaderHost"
Grid.Column="1"
ContentSource="Header"
RecognizesAccessKey="True" />
<TextBlock x:Name="InputGestureText"
Grid.Column="2"
Text="{TemplateBinding InputGestureText}"
Margin="5,2,2,2"
DockPanel.Dock="Right" />
<Path Grid.Column="3"
HorizontalAlignment="Center"
VerticalAlignment="Center"
Data="M 0 0 L 0 7 L 4 3.5 Z"
Fill="#0f3c5a" />
<Popup Name="Popup"
Placement="Right"
HorizontalOffset="-4"
IsOpen="{TemplateBinding IsSubmenuOpen}"
AllowsTransparency="True"
Focusable="False"
PopupAnimation="Fade">
<Border Name="SubmenuBorder"
SnapsToDevicePixels="True"
Background="#0f3c5a"
BorderBrush="#0f3c5a"
BorderThickness="1">
<StackPanel IsItemsHost="True"
KeyboardNavigation.DirectionalNavigation="Cycle" />
</Border>
</Popup>
</Grid>
</Border>
<ControlTemplate.Triggers>
<Trigger Property="Icon"
Value="{x:Null}">
<Setter TargetName="Icon"
Property="Visibility"
Value="Collapsed" />
</Trigger>
<Trigger Property="IsHighlighted"
Value="true">
<Setter TargetName="Border"
Property="Background"
Value="#5082a4" />
</Trigger>
<Trigger SourceName="Popup"
Property="Popup.AllowsTransparency"
Value="True">
<Setter TargetName="SubmenuBorder"
Property="CornerRadius"
Value="4" />
<Setter TargetName="SubmenuBorder"
Property="Padding"
Value="0,3,0,3" />
</Trigger>
<Trigger Property="IsEnabled"
Value="false">
<Setter Property="Foreground"
Value="#0f3c5a" />
</Trigger>
</ControlTemplate.Triggers>
</ControlTemplate>