$('.nav li').click(function(e) {
    e.preventDefault(); //prevent the link from being followed
    $('.nav li').removeClass('active');
    $(this).addClass('active');
});

<div class="collapse navbar-collapse mega-menu navbar-responsive-collapse">
        <div class="container">
            <ul class="nav navbar-nav">
                <!-- Home -->
                <li class="nav active">
                    <a href="index.php" class="dropdown-toggle">
                    <i class="fa fa-home"></i>  Home
                    </a>
                </li>
                <!-- End Home -->

                <!-- Features -->
                <li class="nav">
                    <a href="features.html" class="dropdown-toggle">
                    <i class="fa fa-list"></i>  Features
                    </a>
                </li>
                <!-- End How It Works -->

                <!-- Features -->
                <li class="nav">
                    <a href="howitworks.html" class="dropdown-toggle">
                    <i class="fa fa-compass"></i>  How It Works
                    </a>
                </li>
                <!-- End How It Works -->

                <!-- Pricing -->
                <li class="nav">
                    <a href="pricing.html" class="dropdown-toggle">
                    <i class="fa fa-credit-card"></i>  Pricing
                    </a>
                </li>
                <!-- End Pricing -->

                <!-- Help Articles -->
                <li class="dropdown">
                    <a href="help_center.html" class="dropdown-toggle" data-toggle="dropdown">
                    <i class="fa fa-life-ring"></i>  Help
                    </a>
                     <ul class="dropdown-menu">
                        <li>
                            <div class="mega-menu-content disable-icons">
                                <div class="container">
                                    <div class="row equal-height">
                                        <div class="col-md-3 equal-height-in">
                                            <ul class="list-unstyled equal-height-list">
                                                <li><h3> Top 7 Help Articles</h3></li>

                                                <!-- Help Articles -->
                                                <li><a href="Help Article.html"><i class="fa fa-sort-alpha-asc"></i> Help Article</a></li>
                                                <li><a href="Help Article.html"><i class="fa fa-magic"></i> Help Article</a></li>
                                                <li><a href="Help Article.html"><i class="fa fa-ellipsis-h"></i> Help Article</a></li>
                                                <li><a href="Help Article.html"><i class="fa fa-quote-left"></i> Help Article</a></li>
                                                <li><a href="Help Article.html"><i class="fa fa-asterisk"></i> Help Articles</a></li>
                                                <li><a href="Help Article.html"><i class="fa fa-comments"></i> Help Article</a></li>
                                                <li><a href="Help Article.html"><i class="fa fa-tasks"></i> Help Article</a></li>
                                                <!-- End Help Articles -->
                                            </ul>
                                        </div>
                                    </div>
                                </div>
                            </div>
                        </ul>
                </li>

                <!-- End Help Articles -->

                <!-- Contact Us -->
                <li class="nav">
                    <a href="contactus.html" class="dropdown-toggle">
                    <i class="fa fa-envelope-o"></i>  Contact Us
                    </a>

                </li>
                <!-- Contact Us -->

            </ul>
        </div><!--/end container-->
    </div><!--/navbar-collapse-->
</div>