Components for Delphi and C++ Builder.

procedure TMyForm.GridColEnter(Sender: TObject);
begin
  Grid.Selection.Columns.Select(Grid.Columns[Grid.SelectedIndex], False);
end;

procedure TMyForm.GridColEnter(Sender: TObject);
var
  Column: TColumnEh;
  AColor: TColor;
  TL: Integer;
begin
  Column := Grid.Columns[Grid.SelectedIndex];
  Grid.Style.GetRowHighlightBackgroundParams(Grid, True, AColor, TL);
  Column.Color := MixColors(clWhite, AColor, TL);
end;

procedure TMyForm.GridColExit(Sender: TObject);
var
  Column: TColumnEh;
begin
  Column := Grid.Columns[Grid.SelectedIndex];
  Column.Color := Column.DefaultColor;
end;

procedure TForm1.DBGridEh1Columns0GetCellParams(Sender: TObject;
  EditMode: Boolean; Params: TColCellParamsEh);
begin
  if (Params.Col = DBGridEh1.Col) then
    Params.State := Params.State + [gdSelected];
end;

procedure TForm1.DBGridEh1ColEnter(Sender: TObject);
begin
  DBGridEh1.Invalidate;
end;

procedure TPasswayForm.GridColumns0GetCellParams(Sender: TObject; EditMode: Boolean; Params: TColCellParamsEh);
begin
  if (TColumnEh(Sender).Index = TColumnEh(Sender).Grid.SelectedIndex) then
    Params.State := Params.State + [gdSelected]
end;