Article relates to
RadWindow for ASP.NET AJAX
RadMenu for ASP.NET AJAX
Since the Q1 2008 Release this can be easily achieved by setting the desired z-index in the particular control's style attribute as explained here. As explained in the article, the default z-index of the RadMenu is 7000 and the RadWindow's one (when using RadWindowManager) is 3000.
This being said the necessary settings for the both approaches should be as the following ones:
You can find sample demo projects in the attached archive files. Please note the following: