Your default CSS colour for links should be:
a:link {
color: #0f0; /* or
color: green;
color: rgb(0,255,0);
}
Otherwise, using jQuery, you can achieve this with:
$('a').click(
function(){
$('.selectedLink').removeClass('selectedLink');
$(this).addClass('selectedLink');
return false
});
Coupled with the CSS:
.selectedLink {
color: #00f;
}
JS Fiddle demo.