How to leave a link to be shown as active on a sub-page

I have the following problem: My website has 3 main pages, whereas page 2 has 3 sub-pages. These sub-pages also include of course the main menu bar as shown on the main pages. When on page 2, the link in the main menu of this page is underlined and in different colour because it is active. As soon as I am on one of these sub-pages which also contain the main menu bar, the link of page 2 changes to in-active by displaying no underline and no different colour anymore. How can this behaviour be changed so that the main menu still shows page 2 as active when being on their sub-pages?

Any help is much appreciated.

Links are normally VISITED and NOT VISITED, rather than ACTIVE or INACTIVE. A visited link will still go to the same place, and work identically to a not-visited link. As far as I am aware, you can change the settings of the visited link to be the same as the not-visited link.