I just this second came up with a solution of sorts to this same problem.
in your header.php before the menu is printed, use this php function to identify the url of the page you are on: <a href="http://dev.kanngard.net/Permalinks/ID_20050507183447.html" target="_blank">http://dev.kanngard.net/Permalinks/ID_20050507183447.html</a>
dont include "print(selfURL());" instead, "$url = (selfURL());"
if (for example) the page with your blog is on has the url "http://www.mysite.com/blog" then
"<?php if ($url == "http://www.mysite.com/blog"){
?>
(include html for your full menu here with the class of your blog set as active)
<?php
} else {
...
If you need more detail reply to this and let me know!