A little more:
I don't see the difference between "a grant that you have applied for but not yet heard back from" and "grants that you have definitely not received." If you haven't heard back yet, you haven't received it. It is not yet one of your accomplishments.
Though there may be situations where it could be appropriate, I would advise against listing it if you're going to send the CV out to a bunch of places. The department might be interested to know that you've applied later on (like once you've got the job), but the CV isn't the place to tell them.
My main concern is that people on search committees aren't going to be as understanding as Pete is. It seems much more likely that someone on the committee is going to see it and think, "Who the hell puts 'applied for grant' on their CV? Anyone can apply for a grant." It might not really hurt you, but then, I just imagine someone on a committee thinking, "this person must be padding their CV to hide weakness." You don't want that.
I would also advise against listing "sandwich artist" and "juggling" and "excellent kisser" and such until you have tenure. Nobody cares about that stuff.