Please read the responses to the question "Can one user have problem in Citrix Networkk". But anyway I am pasting mine response here.
I believe that, what you are talking about is, after you mark some group of cells, they acquire a "frame" (kind of bold) and it won't go away until the user refresh the screen by minimizing Excel for instance. The problem is that the user's client (the PC) color scheme is set to more than 256 colors. Set the client to 256 colors and the problem will disapear. I've seen the problem mainly in NT clients but I believe any win32 (98, 95, Me) will have the same problem. The reason is that any system that "exports" displays or serve windows provide the client a way to choose between "Private" or "Shared" color mapping.That is the case of Unix. Win32 systems does not allow "private" color mapping. The session tries to share the Client PC color scheme but it won't be able, since the session only support 256 colors, causing the Excel weird thing.