<style type="text/css">
.Selected
{
 background-color: Red;
}
</style>

protected void Menu1_DataBound(object sender, MenuEventArgs e)
{
 var mi = e.Item;
 if (e.Item.Selected)
 {
 if (mi.Parent != null)
 {
 var parent = mi.Parent;
 do
 {
 parent.Text = "<div class='Selected'>" + parent.Text + "</div>";
 parent = parent.Parent;
 }
 while (parent != null);
 }
 }
}