It is actually possible to do this - I had forgotten that there is a "current path" set of classes. In the standard stylesheet_categories_dressing.css, find this section
Code:
/*change  bullet when a category w/o bg image is open to subs:*/
#categories li a.cat-parent-text {
    list-style: square inside url(../images/bullet2.gif);/*change to list-style: none; to remove bullet*/
    }

/*change  bullet when a category w/o bg image is open to products:*/
#categories li a.cat-selected-text {
    list-style: square inside url(../images/bullet3.gif);/*change to list-style: none; to remove bullet*/
    }
Add the desired properties, like

background-color: #aabbcc;

If you are using images or background images for category names, you will want to add rules like
Code:
/*change  bg color when an image-replaced category is open to subs:*/
#categories li a.cat-parent {
    background-color: #aabbcc;
    }

/*change  bg color when an image-replaced category is open to products:*/
#categories li a.cat-selected {
    background-color: #aabbcc;
    }
(Note that I have not tested these last rules, and they might need adjusting if used.)