To change the color you have to diable one of the 'Themes Services'
1. Right click on My Computer, select Properties
2. Select the Advanced tab
3. Then the Performance button
4. Uncheck the 'Use drop shadows for icon labels on the desktop' box
5. Then click Apply, OK, OK
Now @ the desktop
6. Right click anywhere on the screen and select properties
7. Choose the Desktop tab
8. In the lower right hand corner choose the color that you would like
9. Apply, the OK and your are done!