You can register a ClientScript.RegisterStartupScript on the CodeBehind, to run a jQuery script and do the job.
Complete solution, including the ASP.NET bit:
string jsScript = "$(function () { $(\"a:contains('Aktuel')\").addClass(\"active\"); });";
ClientScript.RegisterStartupScript(typeof(Page), "anythingYouFancy", jsScript, true);
You can check it working here (not the ASP.NET part tough):