From the provided snap shot it seems that the RadMenu overlaps the RadWindow which is expected because by design RadMenu has a higher z-Index value than the RadWindow control. What you can, in order to handle this situation is to set either a lower z-index to the RadMenu, or set a higher z-index to the RadWindowManager according to this
More information on the matter is available in Common Issues
help article, section RadMenu overlaps RadWindow as well as in Show RadWindow above RadMenu
You can also find useful Distorted Appearance
help article, that treats visual appearance issues with RadWindow.
If the above information, however, is not helpful, could you please provide a small runnable sample that reproduces the unexpected behavior, so that we can investigate it on our side?
If you want to get updates on new releases, tips and tricks and sneak peeks at our product labs directly from the developers working on the RadControls for ASP.NET AJAX, subscribe to the blog feed