How to use $(this) inside MVC3 Ajax.ActionLink OnBegin,OnComplete Events

My Controller creates a list of links like this

<ul id="MainMenu">
@foreach (var item in Model.MenuItems)
{
    <li>@Ajax.ActionLink(item.Caption,
    item.ActionName,
    item.ControllerName,
    new AjaxOptions
    {
        UpdateTargetId = "pageBody",
        OnBegin = "BeginUpdatePage",
        OnComplete = "EndUpdatePage",
        OnFailure = "FailUpdatePage"
    })
    </li>
}
</ul>

I have some javascript like this

function BeginUpdatePage() {
 $("#MainMenu li").removeClass('selected');
 $(this).parent().addClass('selected');
 $("#pageBody").fadeTo('slow', 0.5);
}

function EndUpdatePage() {
 $("#pageBody").fadeTo('slow', 1);    
}

function FailUpdatePage() {
 alert('There has been an error loading this page please try again.');
}

in the BeginUpdatePage function line 1 and 3 execute fine, but line 2 "$(this).parent().addClass('selected');" does not visiably do anything... (I have declared that class in my css).

I have looked at Jquery docs (Jquery.ajax()) it says that "this" is the element that was clicked. I have also checked in "jquery.unobtrusive-ajax.js" that was in my project by default. This file also passes "this" when executing my function.

"result = getFunction(element.getAttribute("data-ajax-begin"), ["xhr"]).apply(this,arguments);"

What am I doing wrong here... I have seen other examples that have used this technique but I have been failing all day!

How can I get to the element that was clicked, inside my Begin, complete functions.