As F-ES states: The links will be relative to the link that's open. You can specify root with a "/":
<ul>
<li class='active'><a href="/Default.aspx"><span>User Information</span></li>
<li class='has-sub'><a href="#"><span>Managment</span>
<ul>
<li><span>Order</span></li>
<li class='last'><span>City</span></li>
</ul></li>
</ul>