try
Code:
$links['index.php'] = 'home';
$links['how.php'] = 'how it works';
$links['about'] = 'about us blah blah';
foreach($links as $link => $textLink) echo '<a href="'.$link.'"'.(($_SERVER['REQUEST_URI']==$link)?' class="active"':'').'>'.$textLink.'</a>'
Obviously you can tweak the array to waht you need, and also the output line, but it's simple as.