[Страдалецъ]

Так устроит?

Код:

procedure TForm1.StringGrid1DrawCell(Sender: TObject; ACol, ARow: Integer; Rect: TRect; State: TGridDrawState);
begin
 if (ACol >= StringGrid1.FixedCols) and (ACol = ARow)
 then begin
      StringGrid1.Canvas.Brush.Color := clRed;
      StringGrid1.Canvas.FillRect(Rect);
      end;
end;