Add class to external navigation when slide auto-play happens : anythingSlider

My anythingSlider looks like this

<link rel="stylesheet" href="http://css-tricks.github.com/AnythingSlider/css/theme-metallic.css">

<div id="externalNav">
Goto <a href="#1">One</a> |
     <a href="#2">Two</a> |
     <a href="#3">Three</a> |
     <a href="#4">Four</a>
</div>

<br><br>

<ul id="slider">
    <li><img src="http://placekitten.com/300/200" alt="" /></li>
    <li><img src="http://placehold.it/300x200" alt="" /></li>
    <li><img src="http://placebear.com/300/200" alt="" /></li>
    <li><img src="http://lorempixel.com/300/200" alt="" /></li>
    <li><img src="http://placedog.com/300/200" alt="" /></li>
</ul>

    $('#slider').anythingSlider({
    // If true, builds a list of anchor links to link to each panel
    buildNavigation: false,
    autoPlay: true
});

When autoplay happens and first slide is active I want to add a class to <a href="#1">One</a> (and so on for next slides) so that I can show it as selected. Can any one point out what is the correct approach to make this? JsFiddle

The AnythingSlider Wiki has just the example you wanted:

Custom, external navigation controls (with updating "cur" class)

var nav = $('#externalNav a'),
    updateNav = function(page){
        nav
            .removeClass('cur')
            .eq(page).addClass('cur');
    }

$('#slider').anythingSlider({
    // If true, builds a list of anchor links to link to each panel
    buildNavigation: false,
    onInitialized: function(e, slider) {
        updateNav(slider.currentPage-1);
    },
    // Callback before slide animates
    onSlideBegin: function(e, slider) {
        updateNav(slider.targetPage-1);
    }
});

// set up external links
nav.click(function(){
    var slide = $(this).attr('href').substring(1);
    $('#slider').anythingSlider(slide);
    return false;
});

Demo: http://jsfiddle.net/Mottie/ycUB6/76/