SO fiddle

Test Fiddle mainly for SO Questions

by Nick Craver

HTML

<link rel="stylesheet" href="http://ajax.googleapis.com/ajax/libs/jqueryui/1.8.4/themes/overcast/jquery-ui.css">
<div id="sidebar">
<ul id="themenu" class="sf-menu sf-vertical">

    <li>
        <a class="sf-with-ul topm" href="#">Musical Instruments</a>
        <ul class="bullet">
            <li><a href="#">Guitars</a></li>
            <li><a href="#">Drums</a></li>
            <li><a href="#">Keyboards</a></li>
            <li><a href="#">Brass</a></li>
        </ul>
    </li>
</ul>
</div>

CSS

.currentMenu { font-weight: bold; }
ul { padding-left: 20px; }
ul a { color: #000099; }

JavaScript

$('ul.sf-menu li a').click(function() {
    $(this).parents('li').children('a').addClass('currentMenu')
           .end().siblings().children('a').removeClass("currentMenu");
});