Have a look at the fiddle I have created for you.
Otherwise, could not really find the specific problem with your code.
.nav_style
{
list-style:none;
font:14px calibri;
background-color: none;
padding: 10px;
}
.nav_style:hover
{
background-color:red;
}
.selected .nav_style{
background-color: yellow;
}
As you see I have used .selected .nav_style to highlight the selected tab. Give that a shot.
Oh.. and I haven't touched your markup. So, the styles should work.