From http://www.paulund.co.uk/use-jquery-to-highlight-active-menu-item

new_gist_file_0

<script type="text/javascript">
    jQuery(document).ready(function($){
        // Get current url
        // Select an a element that has the matching href and apply a class of 'active'. Also prepend a - to the content of the link
        var url = window.location.href;
        $('.menu a[href="'+url+'"]').addClass('current_page_item');
    });
</script>