JQUERY:

$(function() {
   var links = $('a.link').click(function() {
       links.removeClass('active');
       $(this).addClass('active');
   });
});

HTML 标记:

<a href="#" class="link">Link 1</a>
<a href="#" class="link">Link 2</a>

我建议在链接中添加一个类，这样会更容易.

I suggest adding a class to the links, that way it's easier.

CSS:

a.link.active { color:blue; }

添加了实时版本(小提琴):http://jsfiddle.net/gHb9F/

Added a Live Version (fiddle): http://jsfiddle.net/gHb9F/