Hi Chris,
my site is still in maintenance mode, so I provide a screenshot with some descriptions in it.
Concerning these active link colors my site behaves exactly as your demo site does (http://www.kriesi.at/themes/corona/):
there is also only "Home" highlighted with the active link color, when you are at the "Home" page, as well as the other 5 main navigation items behaves.
But as soon as you are on a subpage of these main menu items, its main menu item (as a parent) is no longer highlighted.
Here a screenshot of my site with some descriptions:
http://i39.tinypic.com/2gt5l3l.jpg
I've changed the color in the code, that you had mentioned above, but this has no effect at all::
.widget_nav_menu .current-menu-item>a, .widget_nav_menu .current_page_item>a{<br />
color:#00FF72;
}