I had the same problem with Drupal. Given the limitations of CSS, the way to get this working is to add the "active" class to the parent elements when the menu HTML is generated. There's a good discussion of this at http://drupal.org/node/219804, the upshot of which is that this functionality has been rolled in to version 6.x-2.x of the nicemenus module. As this is still in development, I've backported the patch to 6.x-1.3 at http://drupal.org/node/465738 so that I can continue to use the production-ready version of the module.
