K2, Xara's approach doesn't afford that luxury.
Without recoding or using CSS, it would be difficult to make this happen.

If your sub-menus are only only level down, you could make the collections of submenu items into other NavBars and add to to each page; that way, the mouseover state is visible for 'Fooball' but still not 'Sports'.
I find the Xara sub-menu approach limiting as it is hard to match font or style to the web page deisgn.

The only other Xara approach is to recreate the NavBar as a collection of buttons on Layers to achieve the effect you are after.

I use CSS for most of my NavBars and JS to create breadcrumbs.

Acorn