Can you post a little sample showing the problem you are having?
If I drop GridControl on a form and accept the defalus, and then add this Form Load event handle, I do not see the problem you described? Do you?
private void Form1_Load(object sender, System.EventArgs e)
{
this.gridControl1.ListBoxSelectionMode = SelectionMode.MultiExtended;
this.gridControl1.BaseStylesMap["Row Header"].StyleInfo.Enabled = false;
this.gridControl1.ColStyles[2].Enabled = false;
this.gridControl1.ColStyles[2].BackColor = Color.Gray;
}