There is no such built-in functionality, but it is rather simple to achieve overriding some MenuPanel functions.
Example
<%@ Page Language="C#" %>
<%@ Register Assembly="Ext.Net" Namespace="Ext.Net" TagPrefix="ext" %>
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN"
"http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head runat="server">
<title>Ext.NET Example</title>
<style type="text/css">
.my-selected .x-menu-item-text {
font-weight: bold;
}
</style>
<ext:ResourcePlaceHolder runat="server" Mode="ScriptFiles" />
<script type="text/javascript">
Ext.net.MenuPanel.override({
setSelection : function (item, e) {
if (this.saveSelection) {
this.menu.items.each(function (item) {
item.container.removeClass(["x-menu-item-active", "my-selected"]);
}, this.menu);
item.container.addClass(["x-menu-item-active", "my-selected"]);
}
this.getSelIndexField().setValue(this.menu.items.indexOf(item));
},
clearSelection : function () {
this.menu.items.each(function (item) {
item.container.removeClass(["x-menu-item-active", "my-selected"]);
}, this.menu);
this.getSelIndexField().setValue(null);
}
});
</script>
</head>
<body>
<ext:ResourceManager runat="server" />
<ext:MenuPanel ID="MenuPanel1" runat="server">
<Menu runat="server">
<Items>
<ext:MenuItem runat="server" Text="Item 1" />
<ext:MenuItem runat="server" Text="Item 2" />
</Items>
</Menu>
</ext:MenuPanel>
</body>
</html>