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To those saying that a strong or emphasis should be used, I might ask how that’s semantically correct? You’re going for a visual effect, correct? You’re not trying to give it emphasis or strong emphasis as far as I can tell.
While it’s important to recognize non-css compliant browers, you shouldn’t use non-semantic mark-up as it implies poor meaning to anything that relies on that mark-up, such as a screen reader, to determine what the content within is. I can see no reason why you would want to add any emphasis to a link of which you are currently at. That should be implied or delivered by the content within a header tag at the appropriate level.