Tabstrip like behavior of Menu

I have a Horizontal menu with menu items like Contacts, Health, etc. I also have web pages called Contacts.aspx, Health.aspx, etc.

I want the menu to behave like a tabstrip so I am trying NavigateURL along with Target property of the MenuItem Collection.

What I want is, when the user clicks on a "Tab", that tab should become active. How would I do that?Maybe you can use the DynamicSelectedStyle or StaticSelectedStyle property of the Menu control to change the style of the selected item
I don't want to launch another window. I can do a Target=_self to launch it in the same window but the problem with that is I loose the menu. Maybe I can define nested Master Page so that the menu is retained across pages.
Is there any other (easier) way to implement this?