If you want to use the grid's selection drawing support, it is either use alphablending or inverting the colors that exist in the selected cells. Usually alphablending gives a nicer look.
If you want to manage things yourself, you can try using PrepareViewStyleInfo on the embedded GridControl.
//in formload
gridListControl1.Grid.PrepareViewStyleInfo += new GridPrepareViewStyleInfoEventHandler(grid_PrepareViewStyleInfo);
gridListControl1.Grid.AlphaBlendSelectionColor = Color.FromArgb(1, 0, 0, 0);
//the handler
private void grid_PrepareViewStyleInfo(object sender, GridPrepareViewStyleInfoEventArgs e)
{
if(this.ListBox1.Grid.Selections.GetSelectedRows(true, false).AnyRangeIntersects(GridRangeInfo.Cell(e.RowIndex,e.ColIndex)))
{
e.Style.BackColor = Color.LightGoldenrodYellow;
}
}