I have made the submenus with 'menu alias' type links, but when I go to a page, it won't give it the state 'active'/'current' like it normally would on a normal 'single article'. i have used a menu module called 'Mega Menu'. Many thanks.
That's likely a bug in the "Mega Menu" module. You can contact the developer of the extension and ask to get it fixed.
The core menu module has been fixed with Joomla 3.3.4 (see PR 3911)