Extension:
***public static MvcHtmlString LiActionLink(this HtmlHelper html, string text, string action, string controller)
{
    var context = html.ViewContext;
    if (context.Controller.ControllerContext.IsChildAction)
        context = html.ViewContext.ParentActionViewContext;
    var routeValues = context.RouteData.Values;
    var currentAction = routeValues["action"].ToString();
    var currentController = routeValues["controller"].ToString();
    var str = String.Format("
{1}",
        currentAction.Equals(action, StringComparison.InvariantCulture) &&
        currentController.Equals(controller, StringComparison.InvariantCulture) ?
        " class=\"active\"" :
        String.Empty, html.ActionLink(text, action, controller).ToHtmlString()
    );
    return new MvcHtmlString(str);
}***
Usage:
***
    @Html.LiActionLink("About", "About", "Home")
    @Html.LiActionLink("Contact", "Contact", "Home")
***