A link will be "active" if it links to the current page.
In your case, if you are viewing user/update page, then a menu item “index” (which links to user/index or user) won’t be active, because actions are different.
Yeah!! Thanx for that solution. It works. Especially when you use extensions based on cmenu. they don’t want to do it automatically, for some reason, but it works like that.