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this.gridDataBoundGrid1.ShowCurrentCellBorderBehavior = GridShowCurrentCellBorder.HideAlways;
To make the backcolor the same as the rest of a selected row, you can handle the PrepareViewStyleInfo event and set the backcolor of the current cell there.
private void grid_PrepareViewStyleInfo(object sender, GridPrepareViewStyleInfoEventArgs e)
{
GridCurrentCell cc = this.grid.CurrentCell;
if(cc.RowIndex == e.RowIndex && cc.ColIndex == e.ColIndex)
e.Style.BackColor = this.grid.AlphaBlendSelectionColor;
}