Try setting the backcolor of the currentcell by handling the PrepareViewStyleInfo event, and if the eventargs point to the currentcell, set the e.Style.Backcolor property.
private void gridDataBoundGrid1_PrepareViewStyleInfo(object sender, GridPrepareViewStyleInfoEventArgs e)
{
GridCurrentCell cc = this.gridDataBoundGrid1.CurrentCell;
if(e.RowIndex == cc.RowIndex && e.ColIndex == cc.ColIndex)
e.Style.BackColor = Color.Red;
}