^You can try do some php checking (maybe thru a variable) on which page you are currently in.

PHP Code: 
<li <?php echo $isHome?'class="active"':''?>><a href="/">Home</a></li>
<li  <?php echo $isMyAccount?'class="active"':''?>><a href="/myaccount">My Account</a></li>
<li  <?php echo $isEdit?'class="active"':''?>><a href="/editaccount">Edit Account</a></li>
<li  <?php echo $isHome?'class="active"':''?>><a href="/logout">Logout</a></li>
THere can be other ways of doing this, I'm just shedding some light.