You can do it by "a:active", but I have not tried :p.
When I was searching in google, I found one post -
CSS, menu:active not working[
^], where it is stated that "a:active" is not working, but it has an accepted answer.
You can see, the person who has given the answer commented again below the answer about how to achieve it if "a:active" is not working.
So, follow his suggestions.
Hope it helps.