He is not asking for a jQuery solution. But that jQuery would be the ideal choice, here is how to do it with javascript, best practices, event delegation and modern. Perhaps someone learns something new from it as well.
http://jsfiddle.net/N9Hem/
window.onload = function(){
(function(){
var els = [];
var doc = document;
var get = function(id){return doc.getElementById(id);};
get('clickable').onclick = function(evt){
evt = evt || window.event;
var el = evt.target || evt.srcElement;
els = doc.querySelectorAll('#clickable a');
if(el.nodeName == "A"){
for(var i = els.length - 1; i >= 0; i -= 1){
els[i].className = '';
};
el.className = 'active';
};
};
})();
};