That is a duplicate of the following issue http://www.trirand.com/blog/?page_id=393/bugs/compatibility-bug-with-jquery-ui-1-8-4/ (jqGrid 3.7.2 is not fully compatible with jQuery UI 1.8.4)
As a quick workaround solution, you might need to delete the following line from the jquery-ui-1.8.2.css file:
.ui-widget :active { outline: none; }
Regards, Dmitry