Chaseman, nice one. Thanks a lot. I changed it a little bit to
<?php wp_nav_menu( array( 'container_class' => 'menu-header', 'theme_location' => 'primary', 'link_after' => '<div class="delimiter">|</div>' ) ); ?>
Then to align it right, remove the last pipeline and to remove it from the subnav items i added css:
.delimiter {float: right;color: #ccc;padding-left: 10px;}
.sub-menu .delimiter {display: none;}
#menu-item-102 .delimiter {display: none;}
I don’t know if this is the best or easiest way but it worked for me…