Create an xml file in res/drawable/list_item_selector.xml
<?xml version="1.0" encoding="utf-8"?>
<selector xmlns:android="http://schemas.android.com/apk/res/android">
    <item android:state_selected="true" android:drawable="@drawable/list_pressed" />
    <item android:drawable="@drawable/list_default" />
</selector>
For the list elements make an own xml file res/layout/list_item.xml
<?xml version="1.0" encoding="utf-8"?>
<TextView xmlns:android="http://schemas.android.com/apk/res/android"
    android:id="@android:id/text1"
    android:layout_width="match_parent"
    android:layout_height="wrap_content"
    android:textAppearance="?android:attr/textAppearanceLarge"
    android:gravity="center_vertical"
    android:minHeight="?android:attr/listPreferredItemHeight"
    android:paddingLeft="20dp"
    android:background="@drawable/list_item_selector"
/>
Then when creating the list adapter do:
setListAdapter(new CustomAdapter<String>(getActivity(),
            R.layout.list_item, stringArray));
Now all you have to do is providing the drawables list_default and list_pressed  and list_altered
The CustomAdpater looks like:
package com.test.listview_keep_selected;
import android.app.Activity;
import android.content.Context;
import android.graphics.drawable.StateListDrawable;
import android.view.View;
import android.view.View.OnClickListener;
import android.view.ViewGroup;
import android.widget.ArrayAdapter;
import android.widget.ListView;
public class CustomAdapter<T> extends ArrayAdapter<T> {
    private Context m_cContext;
    public CustomAdapter(Context context, int textViewResourceId,
            T[] objects) {
        super(context, textViewResourceId, objects);
        this.m_cContext = context;
    }
    @Override
    public View getView(int position, View convertView, ViewGroup parent) {
        final View returnView = super.getView(position, convertView, parent);
        final ListView listView  = (ListView) ((Activity) m_cContext).findViewById(R.id.listViewTest);
        returnView.setOnClickListener(new OnClickListener(
                ) {
            @Override
            public void onClick(View v) {
                for(int i = 0; i< listView.getChildCount(); i++)
                    listView.getChildAt(i).setSelected(false);
                StateListDrawable states = new StateListDrawable();
                states.addState(new int[] {android.R.attr.state_selected},
                        m_cContext.getResources().getDrawable(R.drawable.list_pressed));
                states.addState(new int[] { },
                        m_cContext.getResources().getDrawable(R.drawable.list_altered));
                v.setBackgroundDrawable(states);
                v.setSelected(true);
            }
        });
        return returnView;
    }
}
Edit:
And if you don't have it already:
listView.setChoiceMode(ListView.CHOICE_MODE_SINGLE);
Edit:
Don't set the choice mode with a plain ListView, only makes sense if you have e.g. a ListFragment as I have in my code
It's not perfect now, but from now on you should be fine after playing around a bit.
What also might help is: ListView item background via custom selector
Edit:
Now it should work as you want it^^