You should set the FocusedRowHandle of the main view of your grid.
If you have named it ViewMain (as i usually do) you may :
ViewMain.FocusedRowHandle = SelectedIndex();
or you may cast the MainView property of your grid to GridView and set the FocusedRowHandle property:
((DevExpress.XtraGrid.Views.Grid.GridView)myGrid.MainView).FocusedRowHandle = SelectedIndex();