It is generally better to implement custom features such that they can plug into CMS pages (which are virtual and do not correspond to files on disk). However if your page inherits from mojoBasePage and uses the same skin/master page, it can work under some conditions. If you put the physical page in the root and then create a CMS page and set the url to ~/yourcustompage.aspx it will give you a warning about it being an existing file but it will let you do it. Whether it highlights the menu correctly may vary by skin and menu structure. If it is root level page in the menu it seems to work but a child page in a sub menu doesn't always work.
The way the menus knows which is the current page for CMS pages is based on the page id passed in the url. CMS pages that don't point to physical files have the friendly url re-written to Default.aspx?pageid=x and this is how the menu knows what the current page is even though the friendly url is what the user sees. There is some extra logic to try and find the correct page to highlight when it is not a normal CMS page but it is not perfect. mojoPortal is really designed for the CMS pages to be virtual not physical pages so you are working against the grain in trying to plug in physical .aspx pages.
Hope it helps,