You need to modify the style TOC 1 to include the shading. Here is one with a light gray shading applied through the TOC 1 style.
00 deleteme 1.png



This does not require any change to the TOC field. The above is with a field that is the standard field generated by the TOC button.
00 deleteme 2.png

TOC 1 is associated with level 1; TOC 2 is associated with level 2, etc..

Graham's post gives directions for modifying the style. For more, see TOC Tips and Tricks.

Edit: I have marked this as solved. If I am wrong or you need more help, please write back.