So, you want to duplicate what you saw on that page. Well, here is a thought:
<a href="#" onclick="this.className='clicked';ar1.src='whitearrow.gif';parent.document.getElementById('frameId').src='dumbcars.htm';return false">Dumb Cars (22) <img name="ar1" src="bluearrow.gif"></a>
Then you could define a class in a style sheet with the color and background of your choosing:
<style>
.clicked {
color:white;
background:blue;
}
.oldClicked {
color:black;
background:gray;
}
</style>
Then I suppose when you click on the next iframe's link you want the previous iframe's link to go to a grey background. This would require a script on the first iframe's page:
<script>
function greyOut(){
var links=document.getElementsByTagName('a');
for (var i =0; i<links.length ; i++){
if (links[i].className=='clicked')
links[i].className='oldClicked'
break
}
}
</script>
Then in its body tag:
<body onBlur="greyOut()">
Just a general idea, may require some refinement.