I got a similar result when trying to pre-select the first item (I used LVM_SETSELECTIONMARK, though it's not clear if this actually means the selection box thing).
I even tried activating the listview afterwards (via SetActiveWindow) in case it was related to whether selected items are still shown as selected when the listview doesn't have focus (adding LVS_SHOWSELALWAYS to the window style flags should do this BTW)...
Short answer: I couldn't figure it out.
Did you create the actual 'LVITEM' structure for that 'state' parameter BTW?
I even tried activating the listview afterwards (via SetActiveWindow) in case it was related to whether selected items are still shown as selected when the listview doesn't have focus (adding LVS_SHOWSELALWAYS to the window style flags should do this BTW)...
Short answer: I couldn't figure it out.
Did you create the actual 'LVITEM' structure for that 'state' parameter BTW?