Keep submenu open after clicking a link

How do i make the corresponding sub-menu stay visible after clicking a link?

I should say im using a custom menu in Wordpress - in Wordpress i have added class "first" for all primary menu-items, and class "second" for all links in submenus.

The CSS for .second is:

.second {
   display: none;
}

Here is the JQuery:

$('.first > a').click(function(event) {
   event.preventDefault();
});

$('.first').click(function() { 
   $(this).find('.second').show();
});