>Has anyone written the code that allows a user to highlight a block of "cells" in a grid? (similiar to highlighting a group of cells in Excel)

You should use Column.DynamicBackcolor property to highlight particular rows (cells) of the same color, e.g.
Thisform.Mygrid.Mycolumn.DynamicBackColor="IIF(myrecordsource.myfield>10,0,255)"

If you apply the same DynamicBackColor code to few columns then you will get a 'block'.