You can force the row selection, that would mean you have to figure out which one has to be selected when added.
You can check and see if the datashape that you are using has a primary key or now, try using a datashape that doesn't have a primary key.
With a primary key in a datashape, it will retain the selected row upon a refresh.
Actually, a grid does not have a compatible service in order to be refreshed. And there's no option in the grid's properties list which allow to select a row. With a list, it's possible to force the row selection with the "SelectedText". This option is not available with a grid. I wonder if it's possible.