I spotted that you are using the menu control from http://www.aspnetmenu.com/

So I downloaded it and took a look at it. It looks like you can save yourself the 17Kb of Javascript on each page by setting a single property on the control:

"Optimizing Menu Output:

You can substantially decrease the amount of content that gets sent to the browser by specifying the ClientScriptLocation property;
This property should point to the folder containing the core ASP.NET Menu JavaScript files; If this property is specified, the control will only render the JavaScript include tag, saving about 15Kb per request, since the JavaScript file will be cached by the browser after the initial request"

Unfortunately this won't solve the main problem with this control, the whole of the menu structure will still get downloaded on every page.

P.S. looking at that menu control is enough to make me seriously consider getting into the ASP.NET controls business myself, their design is lacking and they haven't even done the hard bit yet (make it work on Netscape <6). They do have pretty graphics though...