Sebastian says "I've just found your way to do highlight the active row, it's brilliant! even with Undo function."
He goes on to ask "I'm wondering, how hard is it to make a .xla of this code so I can distribute it around the office, basically I won't have to copy/paste and add conditional format every single time someone wants to use it in a workbook."
Well, yes, the easiest solution is to make an add-in which will add the formatting and code. So I decided to make one. And when I make things, I usually try to add some extra functionality so the add-in I made one to highlight rows, columns or both. Refer to the below pics.
Row and Column Highligting
Be warned. This add-in will delete any existing conditional formatting in a range where you use it. It will also insert the VBA code as required, although this should not cause a problem.
Here's the download link if you want to try it.