I may be answering a question you haven't asked, as I'm not only unclear
what you mean by "highlighted" (filled with color?), but I'm also not sure
what "clearing" (I'm assuming you mean deleting data) would have to do with
the disappearing gridlines.
That having been said, I use Excel2003 and have noticed that those grey
gridlines do "disappear" when one color-fills the cells.
You can restore those gridlines (although they'll appear black, not grey) by
doing the following:
Select the affected cells (actually, you might as well select the entire
sheet)
Go to Format > Cells > Border
Click "Outside" and "Inside"
Click OK
Apologies if I've totally misunderstood your problem . . . .