is there a way to use separators to 'stack' the drop-down menu?

See this website for the effect I would like to achieve : http://www.worldstores.co.uk/

It looks like there are 11 separators in that example (although obviously not created with WSX5)

If I put this number in I just get a long horizontal list of separators and this introduces a scroll bar but even this is useless as you can't actually scroll as the menu disappears if you try to do so.

Basically when selecting the multi-column option it would be nice to be able to limit the number of columns.

So can it be done?