This is the demo blog that showcases the css menu integration, using menus created from css menu builder, as you might just have read in the post on the cmb blog.
As you can see above, there are three links, products, about and contact, these are wordpress pages, not posts or categories. If you click on the product link, you will notice that it has sub-pages in the sidebar. This example will maintain the active state for the product page, even when you are on a sub-page, but only allows for one level depth, since the menus generated at cmb only allow for this. Furthermore the sub-pages also change state, depending on which is active.
Try it out.
If you stumbled upon this demo blog by accident, you might want to read the article about menu integration with wordpress using cssmenubuilder.com’ menu builders, that is the reason for this blog.