How to change a:active, and video link not working

Yes, another question from me.
I would like to have the active page differentiated in the menu but haven't found a way of targeting that. Can you help? I.e. right now we are on the page 'The Story of My Death', so I want the relevant menu item to be, say, red. I would be able to target this really easily in css but this is not proving easy at all here. Would love to be enlightened!
Also, I have put the video url in the box but still the video doesn't show at all. What am I doing wrong?

Thank you for your patience and your help.