blue_shift Hi
Tried to replicate the same at my local install and as per the functionality being provided through the specific option, Your menu already appears to be aligned right within div container. Even debugged the specific div tag inheritance and it appears to be there - zen-menu-right in your site :
<div id="menu" class="zen-menu zen-menu-horizontal zen-menu-right zen-menu-fading">
The specific menu cannot go beyond the specific width defined for container div which is there in the template you have assigned in normal state as per usual template structuring.
You can also increase the width of container in template options in order to see the menu aligned further towards right.