There is discussion going on here:
about custom post type parents. The issue is that with the 'current state' of menu items. Whenever you view a single post, of any type, custom or not, it always has the parent of 'blog' (or whatever you might have named your main blog page). So even if I have a page called 'work' and a custom post type called work, there is no way to make the work page the actual parent so it gets to correct 'currnet' class in the menu.
I am requestion the ability to change the parent page (or parent menu item, however it would work) of a post or custom post type.