If you are still intrested in why this didn't work for you at first:
The reason you don't see changes you've made to the cell's style is because you do these changes before the form was shown, and so they are disregarded.
Changing cell styles in the events suggested here will do the job, but they are called multiple times causing your style changes to happen more times than you wish, and so aren't very efficient.
To solve this, either change the style after the point in your code in which the form is shown, or subscribe to the Shown event, and place your changes there (this is event is called significantly less than the other events suggested).