In that case, I am pretty sure that my last paragraph above is the answer. If that row still appears highlight but is not in the Selected.Rows collection, it must be because that row is the ActiveRow, not a selected row. So you need to turn off the ActiveRowAppearance/ActiveCellAppearance.  

 Thanks for your answer, i solved the problem with the following code

private void ultraGridAttributes_AfterSelectChange(object sender, AfterSelectChangeEventArgs e)
        {
            if (ultraGridAttributes.Selected.Rows != null)
            {
                if (!ultraGridAttributes.Selected.Rows.Contains(ultraGridAttributes.ActiveRow))
                {
                    ultraGridAttributes.DisplayLayout.Override.ActiveRowAppearance.BackColor = Color.Transparent;
                }
                else
                {

                    //The original highlight color                   
                    ultraGridAttributes.DisplayLayout.Override.ActiveRowAppearance.BackColor = SystemColors.Highlight;
                }
            }
        }

 Doing this in AfterSelectChange is a little wasteful. You only need to do this once, you don't need to do it for every row. I would recommend doing it at Design-time or in the InitializeLayout event of the grid.