For popup menus, only Slip and Rectangle effects within Sothink DHTML Menu are available for IE11. If you choose other effects, the effects cannot be display in IE11.
To solve the effect problem, you may set Shadow to None and only keep "Slip" or "Rectangle" effects within DHTML Menu. Thus, your menu effect will display properly.
For more details, please refer to the forum post at the link below:
https://www.sothink.com/phpBB3/viewtopic.php?f=9&t=329850