Man, you must learn how to use inspector :) Trick is in :after and :before pseudo classes.

So, here is working DEMO of that tutorial, I've changed some CSS, check it out.

NOTE: This is CSS3 valid demo. Those pseudo classes will not work in older browsers, and you will not see arrow. Same is with transitions, and other CSS3 fancy things. If you don't want JS, you should be aware of that.