The included skin andreasviklund-02-alt1 has 3 levels of horizontal menus, each horizontal menu is only one level deep, then pages deeper than the 3rd horizontal menu are shown in a treeview.
This skin highlights the menu correctly (with correct CSS classes) when a page in the 3rd level horizontal menu is active, its parents in the first 2 menus are highlighted correctly.
I suggest compare your menu configuration to that skin.
Hope it helps,
Joe