you would need to hand code a ternary expression to check the value of the $_GET['S_application'] variable. a ternary expression is a sort of short hand if statement. see this page for a more in depth explanation:
php-ternary-operator/
an example for your purposes would look like:
<a href="index.php?S_application=Air%20Flow%20Management" <?php echo((isset($_GET['S_application']) && $_GET['S_application'] == "Air Flow Management")?"class=\"current\"":"") ?>>Air Flow Management</a>
the default would look like:
<a href="index.php" <?php echo((!isset($_GET['S_application']))?"class=\"current\"":"") ?>>All</a><br />