Most likely, you are running into an issue with z-index. For your menu, set the z-index for it and all of it's child controls to a high number, and then set the z-index on the iframe to a low number. If this doesn't solve your problem, you are going to need to continue setting the z-index in the parent elements of both your menu and your iframe because in some (all?) browsers, z-index does a sort of propagation, where if a parent has a lower z-index than one of its siblings, then the sibling will get priority and end up on top.
You also need to make sure that your elements have the css position property set to something other than the default, because z-index only works with positioned elements.
There are also known issues with older browsers with regards to iframes, so if you are using an older browser, try something more modern.
iframes are a tricky beast, so you are really going to have to experiment with various things to figure out your exact issue. I could provide more information, but I would need to see an example of your HTML/CSS where it isn't working.