You have to get the listCellRender component to set the style of the pressed cell. I think that you can do that trying list.getRender and after that, set the Style.
If you are building a custom Render, take a look on this LWUIT Blog ListCellRender There is a method called getListFocusComponent, there you can return a component (like a label) whit the custom style that you want for your focus.