This code must be placed in the Private Module of the Worksheet. To get there right click on the sheet name tab and select "View Code". Here is a handy little bit of code that will highlight the current row as you select it. But only if the row is NOT empty.
Private Sub Worksheet_Selection
Change(ByVal Target As Range)
Dim strRow As String
Cells.FormatConditions.Delete
With Target.EntireRow
strRow = .Address
.FormatConditions.Delete
.FormatConditions.Add Type:=xlExpression, _
Formula1:="=COUNTA(" & strRow & ")>0"
.FormatConditions(1).Font.Bold = True
.FormatConditions(1).Interior.ColorIndex = 15
End With
End Sub