To your last you have just posted.

the correct order to define styles for a link is
a:link, a:hover, a:visited and optionally a:active

As for the question where to do css coding - inside page...

If you used class menu directly on a element, then instead of using a:hover in your css, you should use .menu:hover, .menu:visited, etc...
On the other hand, if you have applied menu class to your...