If you are using Jquery, and you are not nesting your fieldsets, you can do a simple bind which attaches itself to all your page controls within a fieldsets, and whenever you focus/unfocus on any of these controls, a class is added/removed from the fieldset containing the control.
Here's a sample:
$('input, label, select, option, button', 'fieldset').each(function (index, item) {
$(this).focus(function () { $(this).closest('fieldset').addClass('fieldsetFocus'); });
$(this).blur(function () { $(this).closest('fieldset').removeClass('fieldsetFocus'); });
});