Two of the site you sent the links for are using the Beta version of the plugin which allows you to change the titles of the dropdowns. Ryannewman.info uses a custom built menu, it is using the standard plugin, but the HTML which the menu is built from was custom coded.
You can also use the beta plugin to add custom menus as well as the standard dropdown options. I think this is how the Wine Warehouse has done their menu.
To have two menu options which display external links, you would need to use either the custom code option in the beta plugin, or hard code the menu directly into your theme.