The example you want to look at is the one in reply #2, which indicates to use the ActiveCell property and then to set the background color. That is what you essentially have to do. You have to simulate the selection of cells. The cells themselves are not being "selected". When you make a "selection" you're always selecting a row. Basically, you just need to respond to the "Mouse Up" event for the listbox, find out which cell was being clicked, and then set the background color for it to indicate "selection".
The attached example is something to get you started.