Step 1:

<ul>
	<li>a menu item</li>
</ul>

Step 2:

<ul>
	<li><a href=/>Home</a></li>
	<li><a href=/category/music/>Music</a></li>
	<li><a href=/category/books/>Books</a></li>
	<li><a href=/category/games/>Games</a></li>
	<li><a href=/about/>About</a></li>
</ul>

Step 3:

li.activemenu { background: yellow; }

Step 4:

<li <?php if (is_front_page()) echo class=activemenu; ?>><a href=/>Home</a></li>

Step 5:

<ul>
	<li <?php if (is_front_page()) echo class=activemenu; ?>><a href=/>Home</a></li>
	<li <?php if (is_category(music)) echo class=activemenu; ?>><a href=/category/music/>Music</a></li>
	<li <?php if (is_category(books)) echo class=activemenu; ?>><a href=/category/books/>Books</a></li>
	<li <?php if (is_category(games)) echo class=activemenu; ?>><a href=/category/games/>Games</a></li>
	<li <?php if (is_page(about)) echo class=activemenu; ?>><a href=/about/>About</a></li>
</ul>