.Kopfmenue {
    font-weight: bold;
    list-style-type: none;
    border: 0px;
    margin-top: 3 px;
}

.Kopfmenue li {
    width: 60px;
    float: left;
    text-align: center;
    height: 21px;
    background-color: #E5E5E5;
    color: #6A6A6A;
    margin-left: 3px;
    margin-top: 0px;
    margin-bottom: 0px;
    margin-right: 3px;
    text-decoration: none;
}

li.active {
    background-color: #3333FF; 
    color: #FFFFFF;
}

u1.Kopfmenue li a, u1.Kopfthema li.active a {
    display: block;
    width: 100%;
    text-decoration: none;
}

      <ul class="Kopfmenue">
        <li class="active"><a href="link1.htm">Link1</a></li>
        <li ><a href="link2.htm">Link2</a></li>
        <li ><a href="link3.htm">Link3</a></li>
      </ul>