I have never tried this on a datasheet, and I'm not sure you can do it. (Datasheets have limited capabilities.)
If, however, your form is a continuos form instead, you could add an unbound text box that frames all your fields. Be sure to "send it to back" using the format menu. All your controls will then need to have their backgrounds set to transparent.
Then on the "on click" event of all your controls, you will need something like this:
me.unboundcontrolname.backgroundcolor = integervalue
I don't remember if background color is the exact name of the property, but you can check that easily. You will need to look up the integer values for the color you want. (for instance, 0 is black.)
Hope that helps.