I'm not familiar with scrollspy but I've updated your fiddle http://jsfiddle.net/te3V4/18/
Basically on each tag I've added a "data-background" property which a value of the color you want. I reset all the colors on when it runs, and the assign the correct color using the following code.
var $spy = $('.nav');
var first = $('a', '#navbar')[0];
$(first).css({'background-color':$(first).data('background')});
$spy.bind("activate", function(e) {
$('a', '#navbar').css({'background-color':'inherit'});
var header = $(e.target).find("a");//.attr("hr");
$(header).css({'background-color': header.data('background')});
});