add class to current link of a list

I can’t make jQuery add a class to the link (inside a list). I should click the link, load the page, and the link I have clicked should have a different color in order to show the user which page is actually active.

I’m basically using stuff from this tutorial:
[url]http://css-tricks.com/dynamic-page-replacing-content/[/url]

Here’s my version (I modified just a little bit):

[url]http://jsfiddle.net/6skKe/[/url]

Thanks in advance.

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