Adding a colored line or gridline to first of the month

I have a line chart with markers displayed at each data value. The X axis are dates. I also have grid lines, major unit is 7 days and minor units are 1 day. I would like to place a colored line or grid line on the chart on the first day of every month. I have been adding a line via auto shape but anytime I change the zoom or add more dates to the X axis the lines have to be placed back in the proper place. I would also like this line or grid line to be behind the plotted values, not over it as is the case when adding a auto shape. Thanks!

Thanks for your reply. Didn't really help though. I guess I will have to keep it as is.

Thanks MrShorty. I will go over it again and let you know what problems I encounter.