I have a solution for this now:
However I've now found a solution to my problem by using the datalist itembound event to add a cssclass to the link.
protected void SideBarList_ItemDataBound(object sender, DataListItemEventArgs e)
{
WizardStep dataItem = e.Item.DataItem as WizardStep;
LinkButton linkButton = e.Item.FindControl("SideBarButton") as LinkButton;
if (dataItem != null)
{
if (dataItem.Wizard.ActiveStepIndex == e.Item.ItemIndex)
{
linkButton.CssClass = "sidebarActiveLink";
}
}
}
a.sidebarActiveLink{
text-decoration:underline;
color:#d46b93;
}