Menu forgets class :(

Hello All.

As you can see the link below, it shows “Hjem” menu correct in White:
http://www.styrkosten.dk / blog (sorry but space is made of SEO reasons).
This has Classen: current_page_item

But when you come into a category or a post the Class of “hjem” is missing. The effect is that the “hjem” becomes a visited link:
http://www.styrkosten.dk /blog/kost/indlaeg-pa-kosten.html
This has no class, so it will be considering as a normal link: (.

Can anyone help me here?

Thanks 🙂