it probably would still be better to slice up the images than to have one huge image with an imagemap - that would take longer to load that big image. i notice that there are spaces between some of your images... make sure that you don't have spaces between your tags. for example, if you have two images, and they are in the same table cell, and say you use a <br> tag to make the second image under it... make sure that it is like this:
<a href blah blah><img blah blah></a><br><a href blah><img blah></a>
notice that there are no spaces. if you do have a space, then the browser will render that space.
try it, and let me know if it works.
heather
ps: what i usually do though, is make a table, will a cell for each image/menu item, with cellspacing and cellpadding set to 0, then it is very easy to make it match your photoshop mockup.