Hello Sansar,
To achieve what you want, please add the following CSS code in the X > Theme Options > Global CSS (http://prntscr.com/evui3r)
.site .masthead-stacked .x-navbar .desktop .sub-menu {
background-color: white !important;
box-shadow: 0px 0px 10px rgba(0,0,0,0.85);
}
Just replace the rgba() value with the rgba of the orange color that you want.
Hope this helps.