how to set css active to in masterpage

i have master page that contain these menu . When i want focus i need to set class='active' to <li>

<li><a href="a.aspx"><asp:Literal ID="ltrProduction" Text="Production" runat="server"></asp:Literal></a></li>
<li class='active'><a href="b.aspx"><asp:Literal ID="ltrMarket" Text="Market" runat="server"></asp:Literal></a></li>

My question is : How to set it dynamic when user click on which menu ?

Really need help.

Thanks.