In Menu Writer when you are editing the design go into the Design tab, and select the current tab lower on the page. In here you can specify how to show the current page, if you just want to highlight the current page only you can choose 'current page only'.
By default it will use the hover color to indicate the current page. This is controlled in a style but it is not available through the wizard. If you want to change the properties of this styling you will need to edit the menu.css file for the following style:
ul#cssmw > li.current > a.current {
In here you can adjust the text and background colors and whatever else you would need to.
