How do I do this? This is per Office Help, but I am lost on how to accomplish
this.

The instructions a
This effect is accomplished by using the Worksheet_SelectionChange event
handler. The following code must be pasted on to the Worksheet code module.
Every time that the cell pointer is moved to a new location, the code will
delete all conditional formats on the worksheet, and assign a new conditional
format on the fly to the cells in the current row and column.

'// Horizontal color banding
With Range("A" & Target.Row, Target.Address) 'Rows(Target.Row)
.FormatConditions.Add Type:=2, Formula1:="TRUE"
.FormatConditions(1).Interior.ColorIndex = iColor
End With