It seems that the problem you are experiencing is due to the default document. The code that sets the current page to be highlighted is done via javascript. It looks at the location.href to help determine the page that you are on. Since the name of the page is not present when you browse to the site and get to the default document this functionality has a hard time determining the exact page you are on.
To fix this you can add in a javascript check to see if you the url has the index page specified if you are on the index page. If it is not present in the url you can just set the url location to include the index page.
On your index page in the head section try adding in this code:
<script type="text/javascript">
var urlstr = location.href;
if(urlstr.search("index.php") == -1){
location.href='index.php';
}
</script>