In a presentation of a colleague I saw that his examples were displayed in a filled grey square (he used powerpoint). This impressed me, because it highlighted the examples in a subtle and modest way. Now, I would like to know if anyone is able to change the \begin{exe}-\ex-\end{exe}
-environment in such a way?
Note: I suppose that there is a local way to solve the problem and probably I would be able to do so myself. However, I am looking for a global solution.