OnDrawDataCell이라는 것을 참고 하세요..
아마도 DBGrid 사용중이신거 같은데..

procedure TForm1.DBGrid1DrawDataCell(Sender: TObject; const Rect: TRect;
  Field: TField; State: TGridDrawState);
begin
  If gdFocused in State then
     With(Sender as TDBGrid).Canvas do
        Begin
          Brush.Color:= clRed;
          FillRect(Rect);
          TextOut(Rect.Left, Rect.Top, Field.AsString);
        End;
end;



간단한 예제 입니다..

From 류..