It's weird that the menu dissapears.
Would you provide more information? You may paste here your web.config , web.sitemap , masterpage, the page uses masterpage...
Here is my code, hope it helps:
web.sitemap:
<?xml version="1.0" encoding="utf-8" ?>
<siteMap xmlns="http://schemas.microsoft.com/AspNet/SiteMap-File-1.0" >
<siteMapNode url="~/Admin/AdminLogin.aspx" title="Login" description="Login">
<siteMapNode url="~/Admin/Applicant.aspx" title="Primary Applicant" />
<siteMapNode url="~/Admin/Details.aspx" title="Review Applications"/>
<siteMapNode url="~/Admin/NewUser.aspx" title="Add New User"/>
<siteMapNode url="~/All.aspx" title="currentpage:All.aspx"/>
</siteMapNode>
</siteMap>
masterpage.master:
<%@ Master Language="C#" AutoEventWireup="true" CodeFile="MasterPage1.master.cs" Inherits="MasterPage1" %>
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml" >
<head runat="server">
<title>Untitled Page</title>
</head>
<body>
<form id="form1" runat="server">
<div>
<asp:contentplaceholder id="ContentPlaceHolder1" runat="server">
</asp:contentplaceholder>
<asp:Menu ID="Menu1" runat="server" DataSourceID="SiteMapDataSource1" Width="112px">
</asp:Menu>
<asp:SiteMapDataSource ID="SiteMapDataSource1" runat="server" />
</div>
</form>
</body>
</html>
the page user Master, useMaster.aspx:
<%@ Page Language="C#" MasterPageFile="~/MasterPage1.master" AutoEventWireup="true" CodeFile="useMater1.aspx.cs" Inherits="useMater1" Title="Untitled Page" %>
<asp:Content ID="Content1" ContentPlaceHolderID="ContentPlaceHolder1" Runat="Server">
</asp:Content>