Nav Bar highlight

Hi

On my site at the moment, after you click a link, there is no grey highlight, but if you click on the page, it leaves a grey highlight. So if you click on Advertising or Side Projects, there's no grey bar. But if you click on Bio, CV or Contact, there's a grey bar.

Is there a way to make this consistent, either so there's a grey highlight when you've clicked on a link, or to remove the grey highlight when you've clicked on a page?

Thanks