I forgot to add that you have to give the according rows on the site an ID, in this case it is "menu-section". So basically your rows will have to have an ID and CLASS for the effect and anchor to work.
The only thing that I haven't been able to work out is the situation that on load of the page, all links in the menu will be activated at once. I believe though that this is solvable by including the first header element into the variable ... not sure though.
EDIT: Just delete the first variable and that's it
$('nav a').addClass('menu-active')