下のコードを試してみてください。
Option Explicit
Dim RngA As Range, RngB As Range
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
Application.ScreenUpdating = False
Application.EnableEvents = False
Set RngA = Selection
RngA.Interior.ColorIndex = 5
If Not RngB Is Nothing Then RngB.Interior.ColorIndex = xlNone
Set RngB = RngA
Application.EnableEvents = True
Application.ScreenUpdating = True
End Sub