After setting the style to XERTO_STYLE_WITHOUT_MENU I have a black border around my menus, which means that both Xerto-styles (XERTO_STYLE and XERTO_STYLE_WITHOUT_MENU) make changes to the L&F of the menu.
I found the reason for this in the class XertoWindowsUtils. Both methods initComponentDefaults and initComponentDefaultsWithMenu set an entry "PopupMenu.border" into the UIDefaults-Table. I think that initComponentDefaults shouldn't set this entry.