Hi,
I tried this out and it works fine for me. The selected row color appears to be pretty close the regular row color, so it's a bit hard to see which rows are selected, but there's definately a difference.
If you want to change the selected row color and make it a more distinct difference, here's what you do:
Open up the isl file in AppStylist.
Go to the grid tab.
Move the mouse over any row in the grid and press the number 2 key. This will take you to the GridRow UI Role.
Down at the bottom on the left you will see the states that this UIRole supports. One of them is "selected". So click on the "selected" tab.
You will see a combobox indicating that the Backgound is solid and right next to that is a little color dropdown. The color is currently set to WhiteSmoke (which is pretty close the default back color of white). So you can drop this down and pick any color you want. Select some rows in the grid on the canvas to see what it will look like.