the pseudo selector [icode]:active[/code] does not mean the current page, it means the time during which this link is in an enabled or active state... so when you hold down a left click on a link and it changes color from "blue" to "red" well that "red" is the active state of the selector.
in order to change an element to what I believe you are trying to do meaning this is the current script/page I am visiting, you would need to apply a new class to that link and style it accordingly.
Code:
<div class="arrowlistmenu">
<p class="categoryitems">
<ul>
<li><a href="">LINK</a></li>
<li><a href="">LINK</a></li>
<li><a href="">LINK</a></li>
<li><a href="">LINK</a></li>
<li><a href="">LINK</a></li>
</ul>
</p>
</div>
then for the active "current" state
Code:
<div class="arrowlistmenu">
<p class="categoryitems">
<ul>
<li class="current"><a href="">LINK</a></li>
<li><a href="">LINK</a></li>
<li><a href="">LINK</a></li>
<li><a href="">LINK</a></li>
<li><a href="">LINK</a></li>
</ul>
</p>
</div>
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